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Journal of Probability and Statistics
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Journal of Probability and Statistics
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2011
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Article
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Tab 3
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Research Article
Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market
Table 3
Return values for original and recalibrated strategies (actual S&P 500 Index path for 2005–2010).
Return
Original strategy
128.15
Recalibrated strategy
208.92