A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market

By N. Vandaele, Michèle Vanmaele. 2008

54 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a7a7ad359e7d080191f70e651252498865ca8d8f