Key q-duration: a framework for hedging longevity risk (Q2866020)
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scientific article; zbMATH DE number 6237811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Key q-duration: a framework for hedging longevity risk |
scientific article; zbMATH DE number 6237811 |
Statements
12 December 2013
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Cairns-Blake-Dowd model
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q-forwards
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securitization
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0.86267245
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0.8598494
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0.8598381
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0.8596273
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0.8567221
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0.85614395
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0.8547803
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0.8540255
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Key q-duration: a framework for hedging longevity risk (English)
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