Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605)
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scientific article; zbMATH DE number 7001787
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| English | Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk |
scientific article; zbMATH DE number 7001787 |
Statements
Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (English)
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15 January 2019
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cohort effect
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delta hedging
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population basis risk
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M7-M5 model
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value-at-risk
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0.7909005284309387
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0.7848188877105713
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0.7804418206214905
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0.7766525745391846
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0.7724316120147705
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