Optimal Hedging and Pricing of Equity-Linked Life Insurance Products in a Discrete Time Incomplete Market

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	23 pages
Journal	Journal of Probability and Statistics
Volume	2011
State	Published - 2011

Cite this

@article{e30a465d315e463386b07387b9374d33,

title = "Optimal Hedging and Pricing of Equity-Linked Life Insurance Products in a Discrete Time Incomplete Market",

author = "Josephy, \{Norman H.\} and Lucy Kimball and Victoria Steblovskaya",

year = "2011",

language = "English",

volume = "2011",

pages = "23 pages",

journal = "Journal of Probability and Statistics",

}

TY - JOUR

T1 - Optimal Hedging and Pricing of Equity-Linked Life Insurance Products in a Discrete Time Incomplete Market

AU - Josephy, Norman H.

AU - Kimball, Lucy

AU - Steblovskaya, Victoria

PY - 2011

Y1 - 2011

UR - http://www.hindawi.com/journals/jps/2011/850727/

M3 - Article

VL - 2011

SP - 23 pages

JO - Journal of Probability and Statistics

JF - Journal of Probability and Statistics

ER -