Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging |
scientific article |
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Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (English)
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21 December 2011
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longevity risk
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dynamic hedging
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delta hedging
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probit-Taylor approximation
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CBD model
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\(q\)-forward
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Solvency II
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