Fair Valuation of Insurance Liabilities Via Mean-variance Hedging in a Multi-period Setting
نویسندگان
چکیده
منابع مشابه
Market value margin via mean-variance hedging
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2018
ISSN: 1556-5068
DOI: 10.2139/ssrn.3134538