Recent declines in life expectancy : implication on longevity risk hedging
Year of publication: |
2021
|
---|---|
Authors: | Li, Johnny Siu-Hang ; Liu, Yanxin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 376-394
|
Subject: | Hypothesis risk | Longevity hedging strategies | Longevity risk | Mortality heat maps | Mortality improvement rates | Stochastic mortality modeling | The heat wave model | Sterblichkeit | Mortality | Hedging | Risikomodell | Risk model | Lebensversicherung | Life insurance | Risiko | Risk | Risikomanagement | Risk management | Schätzung | Estimation |
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