Optimal dynamic longevity hedge with basis risk (Q2242224)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic longevity hedge with basis risk |
scientific article |
Statements
Optimal dynamic longevity hedge with basis risk (English)
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9 November 2021
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risk management
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pension liability management
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longevity risk
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dynamic programming
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variance minimization
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