Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies

DOI10.1080/10920277.2019.1649160zbMath1461.91247OpenAlexW3007117001MaRDI QIDQ4987113

Andrew Hunt, David Blake

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/26074/8/Forward%20Mortality%20Rates%20in%20Discrete%20Time%20II.pdf

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (2)

Longevity hedge effectiveness using socioeconomic indices ⋮ Longevity risk and capital markets: the 2019--20 update

Cites Work

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