Single and cross-generation natural hedging of longevity and financial risk
Year of publication: |
2012
|
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Authors: | Luciano, Elisa ; Regis, Luca ; Vigna, Elena |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | Longevity risk | Interest rate risk | Delta-Gamma hedging | Natural hedging | Cross-generation hedging |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 257 27 pages |
Classification: | C02 - Mathematical Methods ; G22 - Insurance; Insurance Companies ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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