A strategy for hedging risks associated with period and cohort effects using q-forwards
type: Item
instance of: scholarly article
title: A strategy for hedging risks associated with period and cohort effects using q-forwards
zbMATH Open document ID: 1398.91344
author: Yan-Xin Liu
author: Johnny Siu-Hang Li
published in: Insurance Mathematics \& Economics
publication date: 2018-02-15T00:00:00Z
full work available at URL: http://hdl.handle.net/11343/220014
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6839383
zbMATH Keywords: index-based longevity hedges
zbMATH Keywords: longevity risk
zbMATH Keywords: model M7
zbMATH Keywords: q-forwards
describes a project that uses: Human Mortality
describes a project that uses: StMoMo
MaRDI profile type: Publication
OpenAlex ID: W2760870430
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DOI: 10.1016/J.INSMATHECO.2017.09.007
description: scientific article; zbMATH DE number 6839383