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Long guarantees with short duration: the rolling annuity - MaRDI portal

Long guarantees with short duration: the rolling annuity (Q4577187)

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scientific article; zbMATH DE number 6904575
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English
Long guarantees with short duration: the rolling annuity
scientific article; zbMATH DE number 6904575

    Statements

    title
    Long guarantees with short duration: the rolling annuity (English)
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    author
    Søren Fiig Jarner
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    Michael Preisel
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    publication date
    17 July 2018
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    zbMATH Keywords
    with-profits annuity
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    reserving
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    hedging
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    Solvency2
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    longevity risk
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    duration
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    real value
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    Identifiers

    zbMATH DE Number
    6904575
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    OpenAlex ID
    W2344340531
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