On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119): Difference between revisions
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scientific article
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English | On the effectiveness of natural hedging for insurance companies and pension plans |
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On the effectiveness of natural hedging for insurance companies and pension plans (English)
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26 May 2015
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longevity risk
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natural hedging
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Poisson Lee-Carter model
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Poisson common factor model
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product-ratio model
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historical simulation
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value-at-risk
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risk reduction
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