Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687)
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scientific article; zbMATH DE number 7804002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach |
scientific article; zbMATH DE number 7804002 |
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Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (English)
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13 February 2024
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higher moments
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state-space models
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polynomial goal programming
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longevity risk
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