Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Year of publication: |
2011
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Authors: | Cairns, Andrew |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 438-453
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Subject: | Hedging | Sterblichkeit | Mortality | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model |
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