A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255)
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scientific article; zbMATH DE number 7368200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A combined analysis of hedge effectiveness and capital efficiency in longevity hedging |
scientific article; zbMATH DE number 7368200 |
Statements
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (English)
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6 July 2021
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hedging longevity risk
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hedge effectiveness
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capital efficiency
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solvency regimes
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population basis risk
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0.9269709
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0.8925303
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0.8795117
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0.8674698
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0.8580231
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0.85770243
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0.8571472
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