Natural hedging strategies for life insurers : impact of product design and risk measure
Year of publication: |
March 2017
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Authors: | Wong, Andy ; Sherris, Michael ; Stevens, Ralph |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 84.2017, 1, p. 153-175
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Subject: | Hedging | Leibrente | Life annuity | Sterblichkeit | Mortality | Risikomodell | Risk model | Lebensversicherung | Life insurance |
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