Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
By: by Alexander Melnikov and Yuliya Romanyuk.
Contributors: Romanyuk, Yuliya.; 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.; Risk management.; Hedging (Finance)
Notes: Includes bibliographical references (p. 25-28).

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