Quantile hedging for equity-linked life insurance contracts with stochastic interest rate

✍ Scribed by Melnikov, Alexander; Tong, Shuo

• Book ID: 113901569
• Publisher: Elsevier
• Year: 2012
• Weight: 495 KB
• Volume: 4
• Category: Article
• ISSN: 2211-3819
• DOI: 10.1016/j.sepro.2011.11.044