Optimal hedging of demographic risk in life insurance (Q1936833)
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scientific article; zbMATH DE number 6135146
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal hedging of demographic risk in life insurance |
scientific article; zbMATH DE number 6135146 |
Statements
Optimal hedging of demographic risk in life insurance (English)
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7 February 2013
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stochastic mortality
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mortality derivatives
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mean-variance hedging
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optimal design of derivatives
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0.8016811609268188
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0.7934821844100952
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0.785169243812561
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0.7821435332298279
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0.7796284556388855
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