1.
The paper uses the efficient hedging methodology in order to optimally price and hedge equity-linked life insurance contracts whose payoff depends on the performance of s[...]
2008 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
2.
The authors use the efficient hedging methodology for optimal pricing and hedging of equity-linked life insurance contracts whose payoff depends on the performance of sev[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |