Optimal hedging of demographic risk in life insurance (Q1936833)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal hedging of demographic risk in life insurance |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging of demographic risk in life insurance |
scientific article |
Statements
Optimal hedging of demographic risk in life insurance (English)
0 references
7 February 2013
0 references
stochastic mortality
0 references
mortality derivatives
0 references
mean-variance hedging
0 references
optimal design of derivatives
0 references
