Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143)

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scientific article; zbMATH DE number 6347048
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English
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
scientific article; zbMATH DE number 6347048

    Statements

    Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (English)
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    22 September 2014
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    VaR for life insurance
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    inefficient longevity risk transfer
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    interest-rate with longevity risk
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