Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging |
scientific article; zbMATH DE number 5991255
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging |
scientific article; zbMATH DE number 5991255 |
Statements
Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (English)
0 references
21 December 2011
0 references
longevity risk
0 references
dynamic hedging
0 references
delta hedging
0 references
probit-Taylor approximation
0 references
CBD model
0 references
\(q\)-forward
0 references
Solvency II
0 references
0 references
0 references
0.832184374332428
0 references
0.8284372687339783
0 references
0.8083162903785706
0 references
0.802230954170227
0 references
0.8021844029426575
0 references
