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

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Standard

Risk-minimizing hedging strategies for unit-linked life insurance contracts. / Møller, Thomas.

I: ASTIN Bulletin - Actuarial Studies in non Life Insurance, Bind 28, Nr. 2, 1998, s. 17-47.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Møller, T 1998, 'Risk-minimizing hedging strategies for unit-linked life insurance contracts', ASTIN Bulletin - Actuarial Studies in non Life Insurance, bind 28, nr. 2, s. 17-47.

APA

Møller, T. (1998). Risk-minimizing hedging strategies for unit-linked life insurance contracts. ASTIN Bulletin - Actuarial Studies in non Life Insurance, 28(2), 17-47.

Vancouver

Møller T. Risk-minimizing hedging strategies for unit-linked life insurance contracts. ASTIN Bulletin - Actuarial Studies in non Life Insurance. 1998;28(2):17-47.

Author

Møller, Thomas. / Risk-minimizing hedging strategies for unit-linked life insurance contracts. I: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 1998 ; Bind 28, Nr. 2. s. 17-47.

Bibtex

@article{300f5a9074ca11dbbee902004c4f4f50,
title = "Risk-minimizing hedging strategies for unit-linked life insurance contracts",
author = "Thomas M{\o}ller",
year = "1998",
language = "English",
volume = "28",
pages = "17--47",
journal = "ASTIN Bulletin: The Journal of the IAA",
issn = "0515-0361",
publisher = "Cambridge University Press",
number = "2",

}

RIS

TY - JOUR

T1 - Risk-minimizing hedging strategies for unit-linked life insurance contracts

AU - Møller, Thomas

PY - 1998

Y1 - 1998

M3 - Journal article

VL - 28

SP - 17

EP - 47

JO - ASTIN Bulletin: The Journal of the IAA

JF - ASTIN Bulletin: The Journal of the IAA

SN - 0515-0361

IS - 2

ER -

ID: 212550