Socioeconomic differentials in mortality : implications on index-based longevity hedges
Pintao Lyu, Johnny Siu-Hang Li and Kenneth Q. Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Lyu, Pintao ; Li, Johnny Siu-Hang ; Zhou, Kenneth Q. |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 4, p. 359-387
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| Subject: | delta hedging | S-forward | Socioeconomic differentials in mortality improvement | the Li-Lee model | the three-way Lee-Carter model | Hedging | Sterblichkeit | Mortality | Theorie | Theory | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2104131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014336393