Managing systematic mortality risk in life annuities : an application of longevity derivatives
Year of publication: |
2019
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Authors: | Fung, Man Chung ; Ignatieva, Ekaterina ; Sherris, Michael |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 1/2, p. 1-25
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Subject: | longevity risk management | longevity swaps | longevity options | hedge effectiveness | Sterblichkeit | Mortality | Hedging | Lebensversicherung | Life insurance | Risikomanagement | Risk management | Risikomodell | Risk model | Derivat | Derivative | Swap | Risiko | Risk | Leibrente | Life annuity |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7010002 [DOI] hdl:10419/257841 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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