Risk-minimizing hedging strategies for unit-linked life insurance contracts

Thomas Møller

Publikation: Working paper › Forskning

Originalsprog	Engelsk
Udgivelsessted	København
Udgiver	Lab. of Actuarial Math. Univ. of Copenhagen
Sider	26
Status	Udgivet - 1997

Citationsformater

@techreport{6eee379074c011dbbee902004c4f4f50,

title = "Risk-minimizing hedging strategies for unit-linked life insurance contracts",

author = "Thomas M{\o}ller",

year = "1997",

language = "English",

pages = "26",

publisher = "Lab. of Actuarial Math. Univ. of Copenhagen",

type = "WorkingPaper",

institution = "Lab. of Actuarial Math. Univ. of Copenhagen",

}