Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329)
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: Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary |
scientific article; zbMATH DE number 6526555
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary |
scientific article; zbMATH DE number 6526555 |
Statements
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (English)
0 references
5 January 2016
0 references
mortality risk
0 references
longevity risk
0 references
downside risk
0 references
hedge effectiveness
0 references
Lee-Carter model
0 references
0.9011259078979492
0 references
0.8303322196006775
0 references
0.8095200061798096
0 references
0.8065364956855774
0 references
0.802695631980896
0 references
