Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market.
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| Title: | Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market. |
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| Authors: | Josephy, Norman1, Kimball, Lucia1 lkimball@bentley.edu, Steblovskaya, Victoria1 |
| Source: | Journal of Probability & Statistics. 2011, p1-23. 23p. 4 Charts, 4 Graphs. |
| Database: | Academic Search Ultimate |
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