Hedging life insurance with pure endowments

Author:

Bayraktar Erhan,Young Virginia R.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference7 articles.

1. Björk, T., Slinko, I., 2005. Towards a general theory of good deal bounds (preprint)

2. Financial Modeling with Jump Processes;Cont,2004

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4. Milevsky, M.A., Promislow, S.D., Young, V.R., 2005. Financial valuation of mortality risk via the instantaneous Sharpe ratio (preprint)

5. Stoikov, S., 2005. Option pricing from the point of view of a trader. International Journal of Theoretical and Applied Finance (in press)

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