Delta-Gamma hedging of mortality and interest rate risk
Year of publication: |
2012
|
---|---|
Authors: | Luciano, Elisa ; Regis, Luca ; Vigna, Elena |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 3, p. 402-412
|
Subject: | Sterblichkeit | Mortality | Hedging | Zinsrisiko | Interest rate risk | Zins | Interest rate |
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