A strategy for hedging risks associated with period and cohort effects using q-forwards
Yanxin Liu, Johnny Siu-Hang Li
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Liu, Yanxin ; Li, Johnny Siu-Hang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 267-285
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| Subject: | Index-based longevity hedges | Longevity risk | Model M7 | q-forwards | 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.2017.09.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825291