Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127)

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scientific article; zbMATH DE number 7059799
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Applications of Mortality Durations and Convexities in Natural Hedges
scientific article; zbMATH DE number 7059799

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    Applications of Mortality Durations and Convexities in Natural Hedges (English)
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    28 May 2019
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    life insurance pricing
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    mortality durations
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    convexity matching
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    value at risk
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