Parametric mortality indexes : from index construction to hedging strategies
Year of publication: |
2014
|
---|---|
Authors: | Tan, Chong It ; Li, Jackie ; Li, Johnny Siu-Hang ; Balasooriya, Uditha |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 285-299
|
Subject: | Cairns-Blake-Dowd model | Mortality indexes | Securitization | Hedging strategies | Longevity risk reduction | Sterblichkeit | Mortality | Hedging | Verbriefung | Aktienindex | Stock index | Risikomanagement | Risk management | Index | Index number | Indexberechnung | Index construction | Index-Futures | Index futures | Risikomodell | Risk model | Portfolio-Management | Portfolio selection |
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