A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
From MaRDI portal
Publication:2038255
DOI10.1016/j.insmatheco.2021.03.023zbMath1467.91132OpenAlexW3154439033MaRDI QIDQ2038255
Matthias Börger, Arne Freimann, Jochen Ruß
Publication date: 6 July 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.023
Related Items (1)
Cites Work
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