Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262)
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scientific article; zbMATH DE number 6633916
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| English | Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions |
scientific article; zbMATH DE number 6633916 |
Statements
Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (English)
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6 October 2016
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pension funds
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longevity risk
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interest rate risk
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risk transfer
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longevity modeling
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hedge effectiveness
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0.8540117
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0.8493454
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0.8482706
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0.84615874
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0.84263766
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0.84207195
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0.83537525
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0.8331765
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