Geographical diversification and longevity risk mitigation in annuity portfolios
by Clemente De Rosa, Elisa Luciano and Luca Regis
| Year of publication: |
2021
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|---|---|
| Authors: | De Rosa, Clemente ; Luciano, Elisa ; Regis, Luca |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 51.2021, 2, p. 375-410
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| Subject: | Geographical diversification | life insurance | longevity risk modeling | multipopulation mortality | risk management | Solvency II capital requirements | Risikomodell | Risk model | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | EU-Versicherungsrecht | European insurance law | Diversifikation | Diversification |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2021.12 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012523250