Longevity hedge effectiveness: a decomposition (Q2879022)
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scientific article; zbMATH DE number 6340764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Longevity hedge effectiveness: a decomposition |
scientific article; zbMATH DE number 6340764 |
Statements
Longevity hedge effectiveness: a decomposition (English)
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5 September 2014
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hedge effectiveness
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correlation
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value hedging
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valuation model
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longevity risk
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population basis risk
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recalibration risk
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0.9269709
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0.8657298
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0.86252356
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0.8605075
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0.8598381
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0.8542335
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0.85420465
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0.8521778
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