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	Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
	Gao, Quansheng*; He, Ting; Zhang, Chi
刊名	Economic Modelling
	2011
卷号	28期号:1-2页码:147-156
关键词	Quantile hedging Equity-linked life insurance contracts Stochastic interest rates Change of measure
ISSN号	0264-9993
DOI	10.1016/j.econmod.2010.09.016
URL标识	查看原文
WOS记录号	WOS:000286688900016
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5580135
专题	武汉轻工大学
作者单位	[Gao, Quansheng] Wuhan Polytech Univ, Dept Math & Phys, Wuhan 430023, Peoples R China.
推荐引用方式 GB/T 7714	Gao, Quansheng*,He, Ting,Zhang, Chi. Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy[J]. Economic Modelling,2011,28(1-2):147-156.
APA	Gao, Quansheng*,He, Ting,&Zhang, Chi.(2011).Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy.Economic Modelling,28(1-2),147-156.
MLA	Gao, Quansheng*,et al."Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy".Economic Modelling 28.1-2(2011):147-156.

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