A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Matthias Börger, Arne Freimann, Jochen Ruß
| Year of publication: |
2021
|
|---|---|
| Authors: | Börger, Matthias ; Freimann, Arne ; Ruß, Jochen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 309-326
|
| Subject: | Capital efficiency | Hedge effectiveness | Hedging longevity risk | Population basis risk | Solvency regimes | Sterblichkeit | Mortality | Hedging | Risikomanagement | Risk management | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.03.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649235