Socioeconomic differentials in mortality: implications on index-based longevity hedges (Q6156008)
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scientific article; zbMATH DE number 7693561
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| English | Socioeconomic differentials in mortality: implications on index-based longevity hedges |
scientific article; zbMATH DE number 7693561 |
Statements
Socioeconomic differentials in mortality: implications on index-based longevity hedges (English)
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9 June 2023
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socioeconomic differentials in mortality improvement
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Li-Lee model
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three-way Lee-Carter model
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delta hedging
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S-forward
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0.9006789
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0.8907443
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0.84437037
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0.8369597
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0.83590764
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0.8346083
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0.82966906
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0.8270148
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