Dynamic hedging of longevity risk: the effect of trading frequency (Q5745193)
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scientific article; zbMATH DE number 6880930
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic hedging of longevity risk: the effect of trading frequency |
scientific article; zbMATH DE number 6880930 |
Statements
DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (English)
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5 June 2018
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dynamic hedging
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longevity risk
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minimum variance
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forward mortality model
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0.8538087606430054
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0.827191174030304
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0.8058127164840698
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0.8021844029426575
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0.7793038487434387
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