A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC (Q5138672)
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scientific article; zbMATH DE number 7282128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC |
scientific article; zbMATH DE number 7282128 |
Statements
A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC (English)
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4 December 2020
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longevity risk
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reinsurance programs
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survivor swaps
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ruin probability
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return on risk adjusted capital
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