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

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+https://doi.org/10.1080/10920277.2014.911108
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+W2043508196
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+Longevity hedge effectiveness: a decomposition
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+A Theory of the Term Structure of Interest Rates
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+Measuring Basis Risk in Longevity Hedges
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+On the mortality/longevity risk hedging with mortality immunization
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+On Redington's theory of immunization
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+Actuarial applications of the linear hazard transform in mortality immunization
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+On the optimal product mix in life insurance companies using conditional value at risk
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+Publication:5379127