On the mortality/longevity risk hedging with mortality immunization
Year of publication: |
2013
|
---|---|
Authors: | Lin, Tzuling ; Tsai, Cary Chi-liang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 580-596
|
Subject: | Mortality immunization | Longevity risk | Mortality duration | Mortality convexity | Hedge effectiveness | Sterblichkeit | Mortality | Hedging | Agrarboden | Agricultural soil | Portfolio-Management | Portfolio selection |
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