On the optimal product mix in life insurance companies using conditional value at risk (Q659215)
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scientific article; zbMATH DE number 6004688
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| English | On the optimal product mix in life insurance companies using conditional value at risk |
scientific article; zbMATH DE number 6004688 |
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On the optimal product mix in life insurance companies using conditional value at risk (English)
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10 February 2012
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systematic mortality risk
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product mix
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natural hedging
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parameter risk
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conditional var
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0.7629411220550537
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0.7500056624412537
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0.7454267144203186
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0.7450070977210999
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0.7409003376960754
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