Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Tzuling Lin, Cary Chi-Liang Tsai
| Year of publication: |
2016
|
|---|---|
| Authors: | Lin, Tzuling ; Tsai, Cary Chi-Liang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 66.2016, p. 44-58
|
| Subject: | Mortality risk | Longevity risk | Downside risk | Hedge effectiveness | Lee-Carter model | Hedging | Sterblichkeit | Mortality | Risikomodell | Risk model | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risiko | Risk | Finanzintermediation | Financial intermediation | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011442674