An efficient method for mitigating longevity value-at-risk
Yanxin Liu and Johnny Siu-Hang Li
| Year of publication: |
2021
|
|---|---|
| Authors: | Liu, Yanxin ; Li, Johnny Siu-Hang |
| Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 25.2021, 1, Supplement 1, p. S309-S340
|
| Subject: | Sterblichkeit | Mortality | Risikomaß | Risk measure | Risikomanagement | Risk management |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2019.1658607 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012440440