On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119)
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scientific article; zbMATH DE number 6440030
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the effectiveness of natural hedging for insurance companies and pension plans |
scientific article; zbMATH DE number 6440030 |
Statements
On the effectiveness of natural hedging for insurance companies and pension plans (English)
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26 May 2015
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longevity risk
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natural hedging
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Poisson Lee-Carter model
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Poisson common factor model
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product-ratio model
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historical simulation
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value-at-risk
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risk reduction
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0.8611815571784973
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0.8506147861480713
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0.7985786199569702
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0.7953599095344543
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0.7876097559928894
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