Search Results - subject:"Natural hedging"

Taming corporate sector currency mismatches : reflections from a quasi-natural (macroprudential) experiment

Çapacıoğlu, Tanju; Kara, Hakan - 2024

Persistent link: https://www.econbiz.de/10014532277

Matched trade at the firm level and the micro origins of international business-cycle comovement

Friberg, Richard; Sanctuary, Mark - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2997-3009

Persistent link: https://www.econbiz.de/10013329845

Do corporate hedge theories explain the natural hedge strategies of firms? : a meta-analytic review

Saharan, Anureet; Rajendran, Madhumathi - In: International review of economics & finance : IREF 94 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014582533

Financial engineering: a flexible longevity bond to manage individual longevity risk

Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020

Persistent link: https://www.econbiz.de/10012534761

An innovative design of flexible, bequest-enhanced life annuity with natural hedging

Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 488-509

Persistent link: https://www.econbiz.de/10013370711

Cancer insurance longevity risk management : a natural hedging approach

Su, Karen C.; Yue, Jack C. - In: Journal of financial studies : JFS : the official … 30 (2022) 1, pp. 33-56

Persistent link: https://www.econbiz.de/10013464374

Matched trade at the firm level and the micro origins of international business-cycle comovement

Friberg, Richard; Sanctuary, Mark - 2019

Persistent link: https://www.econbiz.de/10012206606

Assessing the solvency of insurance portfolios via a continuous time cohort model

Jevtic', Petar; Regis, Luca - Economics, Markets, Institutions, IMT Lucca Institute … - 2014

historical data, show that systematic longevity risk is of particular importance and needs to be hedged. Natural hedging can … and the liabilities. Longevity risk is described via a continuous-time cohort model. We evaluate the effects of natural … hedging strategies on the risk profile of an insurance portfolio in run-off. Numerical simulations, calibrated to UK …

Persistent link: https://www.econbiz.de/10010801034

Natural hedging in long-term care insurance

Levantesi, Susanna; Menzietti, Massimiliano - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 233-274

Persistent link: https://www.econbiz.de/10011875601

Single and cross-generation natural hedging of longevity and financial risk

Luciano, Elisa; Regis, Luca; Vigna, Elena - Collegio Carlo Alberto, Università degli Studi di Torino - 2012

The paper provides natural hedging strategies among death benefits and annuities written on a single and on different …

Persistent link: https://www.econbiz.de/10010555102