Robust hedging of longevity risk
Year of publication: |
2013
|
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Authors: | Cairns, Andrew J. G. |
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. 80.2013, 3, p. 621-648
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Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Hedging | Robustes Verfahren | Robust statistics |
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