Snorre Lindset

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
Multi-period guarantees are often embedded in life insurance contracts. In this paper we consider the problem of hedging these multi-period guarantees in the presence of transaction costs. We derive the hedging strategies for the cheapest hedge portfolio for a multi-period guarantee that with certainty makes the insurance company able to meet the(More)
  • 1