Application of Relational Models in Mortality Immunization (Q4633994): Difference between revisions

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+Longevity hedge effectiveness: a decomposition
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+Natural Hedging of Life and Annuity Mortality Risks
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+On the effectiveness of natural hedging for insurance companies and pension plans
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+On the mortality/longevity risk hedging with mortality immunization
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+Applications of Mortality Durations and Convexities in Natural Hedges
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+The role of longevity bonds in optimal portfolios
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+Actuarial applications of the linear hazard transform in mortality immunization
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+Hedging Longevity Risk When Interest Rates are Uncertain
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