Quantile hedging on equity-linked life insurance contracts with transaction costs

✍ Scribed by Melnikov, Alexander; Tong, Shuo

• Book ID: 125795073
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 854 KB
• Volume: 58
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2014.06.005