Dynamic hedging of longevity risk : the effect of trading frequency
By Hong Li
| Year of publication: |
2018
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|---|---|
| Authors: | Li, Hong |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 1, p. 197-232
|
| Subject: | Dynamic hedging | longevity risk | minimum variance | forward mortality model | Sterblichkeit | Mortality | Hedging | Risikomodell | Risk model | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.26 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875600