THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789)
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scientific article; zbMATH DE number 6880348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK |
scientific article; zbMATH DE number 6880348 |
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THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (English)
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4 June 2018
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nuga hedging
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\(q\)-forwards
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state-space models
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the CBD model
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trend changes
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