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