Delta-gamma hedging of mortality and interest rate risk (Q414608)
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scientific article; zbMATH DE number 6033260
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Delta-gamma hedging of mortality and interest rate risk |
scientific article; zbMATH DE number 6033260 |
Statements
Delta-gamma hedging of mortality and interest rate risk (English)
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11 May 2012
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longevity risk
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insurance pricing and hedging
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delta-gamma coverage
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no-arbitrage in insurance
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0.8265008330345154
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0.821963369846344
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0.8201029300689697
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0.8136551976203918
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0.813241183757782
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