Parametric mortality indexes: from index construction to hedging strategies (Q2514628)
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scientific article; zbMATH DE number 6395379
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| default for all languages | No label defined |
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| English | Parametric mortality indexes: from index construction to hedging strategies |
scientific article; zbMATH DE number 6395379 |
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Parametric mortality indexes: from index construction to hedging strategies (English)
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3 February 2015
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Cairns-Blake-Dowd model
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mortality indexes
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securitization
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hedging strategies
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longevity risk reduction
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0.8853026032447815
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0.7874425053596497
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0.7844510674476624
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0.7779868841171265
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0.7733852863311768
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