Asset liability management of longevity and interest rate risks : using survival-mortality bonds
Year of publication: |
2023
|
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Authors: | Lin, Tzuling ; Tsai, Cary Chi-Liang ; Cheng, Hung-Wen |
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. 27.2023, 1, p. 74-95
|
Subject: | Sterblichkeit | Mortality | Zinsrisiko | Interest rate risk | Theorie | Theory | Anleihe | Bond | Portfolio-Management | Portfolio selection | Hedging |
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