Spatial natural hedging: a general framework with application to the mortality of U.S. states

DOI10.1080/03461238.2024.2365977MaRDI QIDQ6656765

Petar Jevtić, Luca Regis, Kyran Cupido, Kenneth Q. Zhou

Publication date: 3 January 2025

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

Mathematics Subject Classification ID

Cites Work

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• GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS
• NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES
• Applications of Mortality Durations and Convexities in Natural Hedges
• On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
• Natural hedging in continuous time life insurance

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