Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging
From MaRDI portal
Publication:654824
DOI10.1016/j.insmatheco.2011.06.004zbMath1230.91068OpenAlexW1998453619MaRDI QIDQ654824
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.06.004
longevity riskdynamic hedgingSolvency II\(q\)-forwarddelta hedgingCBD modelprobit-Taylor approximation
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Cites Work
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