A feasible natural hedging strategy for insurance companies

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

zbMATH Keywords

longevity risk; experience mortality rates; natural hedging strategy

Mathematics Subject Classification ID

91D20: Mathematical geography and demography

91G10: Portfolio theory

Related Items

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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