NATURAL HEDGING IN LONG-TERM CARE INSURANCE (Q5745194)

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scientific article; zbMATH DE number 6880931
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NATURAL HEDGING IN LONG-TERM CARE INSURANCE
scientific article; zbMATH DE number 6880931

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    NATURAL HEDGING IN LONG-TERM CARE INSURANCE (English)
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    5 June 2018
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    long-term care insurance
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    natural hedging
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    disability risk
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    multivariate duration
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    conditional var minimization
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