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 |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An efficient method for mitigating longevity value-at-risk |
scientific article; zbMATH DE number 7341026 |
Statements
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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0.8303428292274475
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0.8094578385353088
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0.7934988737106323
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0.7866873145103455
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0.7827338576316833
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