Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy

✍ Scribed by Quansheng Gao; Ting He; Chi Zhang

• Book ID: 116424148
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 543 KB
• Volume: 28
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2010.09.016