Pages that link to "Item:Q2038255"
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The following pages link to A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255):
Displaying 5 items.
- Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← links)
- Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
- On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)