Hedging pure endowments with mortality derivatives (Q344001)
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scientific article; zbMATH DE number 6654913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging pure endowments with mortality derivatives |
scientific article; zbMATH DE number 6654913 |
Statements
Hedging pure endowments with mortality derivatives (English)
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21 November 2016
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life annuities
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longevity risk
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\(q\)-forward
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mortality-linked derivatives
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instantaneous Sharpe ratio
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incomplete market
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