Optimal hedging strategies in equity-linked products

Perman, M; Zalokar, A

Perman, M (reprint author), Univ Ljubljana, Fac Math & Phys, Jadranska 19, SI-1000 Ljubljana, Slovenia.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2018; 344 (): 601

Abstract

Equity-linked insurance policies are one of the most widespread insurance products. In many cases such contracts have guarantees like a minimum return......

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