Research Article
Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market
Table 2
Risk-return profile for return optimization.
| Case | Return | Risk | | |
| 1 | 51.872 | −4.654 | 2 | 94.611 | 0.762 | 3 | 161.106 | −0.438 | 4 | 160.947 | 2.845 | 5 | 128.366 | 0.978 | 6 | 165.268 | 1.767 | 7 | 194.585 | 2.437 | 8 | 229.673 | 3.489 | 9 | 199.127 | 6.094 | 10 | 241.652 | 4.420 | 11 | 263.344 | 7.773 | 12 | 235.642 | 2.705 | 13 | 260.138 | 2.893 | 14 | 291.412 | 2.645 |
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