Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter?

DOI10.1080/10920277.2019.1650286zbMath1461.91252OpenAlexW2990846249MaRDI QIDQ4987106

Nan Zhu, Richard D. MacMinn

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1650286

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Longevity risk and capital markets: the 2019--20 update

Cites Work

• Longevity bond premiums: the extreme value approach and risk cubic pricing
• Securitization of catastrophe mortality risks
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