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

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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

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