On the mortality/longevity risk hedging with mortality immunization (Q2015624)
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scientific article; zbMATH DE number 6306902
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the mortality/longevity risk hedging with mortality immunization |
scientific article; zbMATH DE number 6306902 |
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On the mortality/longevity risk hedging with mortality immunization (English)
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23 June 2014
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mortality immunization
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longevity risk
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mortality duration
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mortality convexity
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hedge effectiveness
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0.9417283535003662
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0.937488317489624
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0.8512476682662964
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0.8382771015167236
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0.8295577764511108
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