Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk |
scientific article |
Statements
Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (English)
0 references
15 January 2019
0 references
cohort effect
0 references
delta hedging
0 references
population basis risk
0 references
M7-M5 model
0 references
value-at-risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
