Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model

093076 (E50) Risk-minimizing hedging str

093076 (E50) Risk-minimizing hedging strategies for unit-linked life insurance contracts : Moller T., Working Paper N°145, Laboratory of Actuarial Mathematics, University of Copenhagen

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 171 KB

against older groups and vice-versa, but gender-related bias was apparent. The findings of Matthews and Moran were generally confirmed. The results are discussed with reference to four main issues: (1) demographic bias effects-which are generally weak; (2) stereotyping on the basis of gender and/or