Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk

DOI10.1016/j.insmatheco.2013.12.002zbMath1296.91164OpenAlexW3122722746MaRDI QIDQ743143

Luca Regis, Elisa Luciano

Publication date: 22 September 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://eprints.imtlucca.it/1837/1/no.308.pdf

zbMATH Keywords

inefficient longevity risk transferinterest-rate with longevity riskVaR for life insurance

Mathematics Subject Classification ID

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