Optimal hedging of demographic risk in life insurance
type: Item
instance of: scholarly article
title: Optimal hedging of demographic risk in life insurance
zbMATH Open document ID: 1256.91032
author: Ragnar Norberg
published in: Finance and Stochastics
publication date: 2013-02-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6135146
zbMATH Keywords: stochastic mortality
zbMATH Keywords: mortality derivatives
zbMATH Keywords: mean-variance hedging
zbMATH Keywords: optimal design of derivatives
MaRDI profile type: Publication
full work available at URL: s00780-012-0182-3
OpenAlex ID: W2044075761
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DOI: 10.1007/S00780-012-0182-3
description: scientific article; zbMATH DE number 6135146