Hedging pure endowments with mortality derivatives (Q344001)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hedging pure endowments with mortality derivatives
scientific article

    Statements

    Hedging pure endowments with mortality derivatives (English)
    0 references
    0 references
    0 references
    21 November 2016
    0 references
    life annuities
    0 references
    longevity risk
    0 references
    \(q\)-forward
    0 references
    mortality-linked derivatives
    0 references
    instantaneous Sharpe ratio
    0 references
    incomplete market
    0 references

    Identifiers