On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119): Difference between revisions

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Latest revision as of 02:54, 10 July 2024

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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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