A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249)
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scientific article; zbMATH DE number 6839383
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| English | A strategy for hedging risks associated with period and cohort effects using q-forwards |
scientific article; zbMATH DE number 6839383 |
Statements
A strategy for hedging risks associated with period and cohort effects using q-forwards (English)
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15 February 2018
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index-based longevity hedges
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longevity risk
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model M7
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q-forwards
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0.8045940399169922
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0.801366925239563
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0.7963912487030029
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0.7907949090003967
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