Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time.
Anna GlazyrinaAlexander MelnikovPublished in: Risk Decis. Anal. (2017)
Keyphrases
- real world
- risk management
- similarity measure
- wide range
- synthetic data
- distance measure
- case study
- pairwise
- data sets
- markov chain
- real life
- real time
- genetic algorithm
- data mining
- transaction costs
- markov processes
- fraud detection
- synthetic datasets
- option pricing
- daily life
- information theory
- correlation coefficient
- electronic commerce
- supply chain
- control system
- computational complexity
- decision making