Optimal hedging of demographic risk in life insurance (Q1936833): Difference between revisions
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Revision as of 06:16, 5 March 2024
scientific article
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English | Optimal hedging of demographic risk in life insurance |
scientific article |
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Optimal hedging of demographic risk in life insurance (English)
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7 February 2013
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stochastic mortality
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mortality derivatives
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mean-variance hedging
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optimal design of derivatives
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