DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193): Difference between revisions

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Revision as of 19:27, 15 July 2024

scientific article; zbMATH DE number 6880930
Language Label Description Also known as
English
DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY
scientific article; zbMATH DE number 6880930

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    DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (English)
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    5 June 2018
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    dynamic hedging
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    longevity risk
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    minimum variance
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    forward mortality model
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    Identifiers

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