A feasible natural hedging strategy for insurance companies
From MaRDI portal
Publication:2443233
DOI10.1016/j.insmatheco.2013.02.015zbMath1284.91274MaRDI QIDQ2443233
Chou-Wen Wang, Hong-Chih Huang, De-Chuan Hong
Publication date: 4 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.02.015
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Assessing the solvency of insurance portfolios via a continuous-time cohort model, Age-specific copula-AR-GARCH mortality models, On the effectiveness of natural hedging for insurance companies and pension plans
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