Time-consistent longevity hedging with long-range dependence (Q2038218)
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scientific article; zbMATH DE number 7368179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent longevity hedging with long-range dependence |
scientific article; zbMATH DE number 7368179 |
Statements
Time-consistent longevity hedging with long-range dependence (English)
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6 July 2021
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mean-variance hedging
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time-consistency
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open-loop equilibrium control
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long-range dependence
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mortality model
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