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Exclusivity Contracts, Insurance and Financial Market Foreclosure

✍ Scribed by Argenton, Cédric; Willems, Bert


Book ID
119878043
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
133 KB
Volume
60
Category
Article
ISSN
0022-1821

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## Abstract We consider the risk‐minimizing hedging problem for unit‐linked life insurance in a financial market driven by a shot‐noise process. Because the financial market is incomplete, the insurance claims cannot be hedged completely by trading stocks and bonds only, leaving some risk to the in