Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Longevity hedge effectiveness: a decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Natural Hedging of Life and Annuity Mortality Risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On age-period-cohort parametric mortality rate projections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and Forecasting U.S. Mortality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring Basis Risk in Longevity Hedges / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Key Q-Duration: A Framework for Hedging Longevity Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the mortality/longevity risk hedging with mortality immunization / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Redington's theory of immunization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Actuarial applications of the linear hazard transform in mortality immunization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Actuarial applications of the linear hazard transform in life contingencies / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimal product mix in life insurance companies using conditional value at risk / rank
 
Normal rank

Latest revision as of 09:19, 19 July 2024

scientific article; zbMATH DE number 7059799
Language Label Description Also known as
English
Applications of Mortality Durations and Convexities in Natural Hedges
scientific article; zbMATH DE number 7059799

    Statements

    Applications of Mortality Durations and Convexities in Natural Hedges (English)
    0 references
    0 references
    0 references
    28 May 2019
    0 references
    life insurance pricing
    0 references
    mortality durations
    0 references
    convexity matching
    0 references
    value at risk
    0 references

    Identifiers