Delta and Gamma Hedging of Mortality and Interest Rate Risk
Year of publication: |
2014
|
---|---|
Authors: | Luciano, Elisa |
Other Persons: | Regis, Luca (contributor) ; Vigna, Elena (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Sterblichkeit | Mortality | Hedging | Zinsrisiko | Interest rate risk |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, 50, 402-412, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1749426 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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