Vandaele, Nele; Vanmaele, Michèle Explicit portfolio for unit-linked life insurance contracts with surrender option. (English) Zbl 1179.91111 J. Comput. Appl. Math. 233, No. 1, 16-26 (2009). MSC: 91B30 91G20 91G80 60G51 PDFBibTeX XMLCite \textit{N. Vandaele} and \textit{M. Vanmaele}, J. Comput. Appl. Math. 233, No. 1, 16--26 (2009; Zbl 1179.91111) Full Text: DOI
Vandaele, Nele; Vanmaele, Michèle A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market. (English) Zbl 1141.91549 Insur. Math. Econ. 42, No. 3, 1128-1137 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{N. Vandaele} and \textit{M. Vanmaele}, Insur. Math. Econ. 42, No. 3, 1128--1137 (2008; Zbl 1141.91549) Full Text: DOI