Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127)
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scientific article; zbMATH DE number 7059799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of Mortality Durations and Convexities in Natural Hedges |
scientific article; zbMATH DE number 7059799 |
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Applications of Mortality Durations and Convexities in Natural Hedges (English)
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28 May 2019
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life insurance pricing
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mortality durations
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convexity matching
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value at risk
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