Optimal hedging of demographic risk in life insurance (Q1936833): Difference between revisions

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+https://doi.org/10.1007/s00780-012-0182-3
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+W2044075761
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@@ Property / cites work @@
+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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+Modelling and management of mortality risk: a review
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+On systematic mortality risk and risk-minimization with survivor swaps
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+Stochastic finance. An introduction in discrete time
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+Risk-minimizing hedging strategies for insurance payment processes
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+A theory of bonus life insurance
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