Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
By: by Alexander Melnikov and Yuliya Romanyuk.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2006-43; Working paper (Bank of Canada) -- 2006-43.
Publisher: Bank of Canada
Published: 2006
Place of publication: Ottawa
Language: eng
Number of pages: 57
Subjects: Insurance, Life -- Finance.; Insurance companies -- Investments.; Risk management.; Hedging (Finance)
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibliographical references.

Includes abstract in French.