Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
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References listed on IDEAS
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More about this item
KeywordsUnit-linked Death guarantee Hedging strategies Transaction and error of re-hedging costs Risk indicators Stress-testing Unites de comptes Garanties deces Strategies de couverture Couts de transaction et erreur de couverture Indicateurs de risque Stress-testing;
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