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NATURAL HEDGING IN LONG-TERM CARE INSURANCE - MaRDI portal

NATURAL HEDGING IN LONG-TERM CARE INSURANCE (Q5745194)

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scientific article; zbMATH DE number 6880931
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NATURAL HEDGING IN LONG-TERM CARE INSURANCE
scientific article; zbMATH DE number 6880931

    Statements

    title
    NATURAL HEDGING IN LONG-TERM CARE INSURANCE (English)
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    author
    Susanna Levantesi
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    Massimiliano Menzietti
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    publication date
    5 June 2018
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    zbMATH Keywords
    long-term care insurance
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    natural hedging
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    disability risk
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    multivariate duration
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    conditional var minimization
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    Identifiers

    DOI
    10.1017/asb.2017.29
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    zbMATH DE Number
    6880931
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    OpenAlex ID
    W2755763515
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