Forward mortality rates in discrete time II, longevity risk and hedging strategies
Andrew Hunt and David Blake
| Year of publication: |
2021
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|---|---|
| Authors: | Hunt, Andrew ; Blake, David |
| 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. S508-S533
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| Subject: | Sterblichkeit | Mortality | Hedging | Risikomanagement | Risk management | Lebensversicherung | Life insurance | Risikomodell | Risk model | Theorie | Theory | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2019.1649160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012440452