OpenAlex | Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts

Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts

Work

Year: 2011

Type: article

Source: Insurance Mathematics and Economics

Author Jérôme Pansera

Institution University of Iowa

Cites: 47

Cited by: 13

Related to: 10

FWCI:

Citation percentile (by year/subfield): 93.46

Topic: Insurance, Mortality, Demography, Risk Management

Subfield: Demography

Field: Social Sciences

Domain: Social Sciences

Open Access status: closed