Natural hedging in continuous time life insurance

DOI10.1007/S13385-022-00340-2OpenAlexW4313825708MaRDI QIDQ6201514

Anna Kamille Nyegaard

Publication date: 21 February 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-022-00340-2

zbMATH Keywords

life insurancerisk managementmulti-state modelsnatural hedging

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Actuarial mathematics (91G05)

Cites Work

• A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
• On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
• Natural Hedging of Life and Annuity Mortality Risks
• NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES
• NATURAL HEDGING IN LONG-TERM CARE INSURANCE

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