HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347)
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scientific article; zbMATH DE number 6262173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS |
scientific article; zbMATH DE number 6262173 |
Statements
HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (English)
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27 February 2014
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mean-variance hedging
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life insurance
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longevity bond
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intensity-based approach
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affine mortality intensity
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