An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104)
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scientific article; zbMATH DE number 7341026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Efficient Method for Mitigating Longevity Value-at-Risk |
scientific article; zbMATH DE number 7341026 |
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An Efficient Method for Mitigating Longevity Value-at-Risk (English)
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28 April 2021
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stochastic mortality models
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longevity hedging
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value-at-risk
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