On the mortality/longevity risk hedging with mortality immunization
type: Item
instance of: scholarly article
title: On the mortality/longevity risk hedging with mortality immunization
zbMATH Open document ID: 1290.91093
author: Tzuling Lin
author: Cary Chi-Liang Tsai
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91D20
zbMATH DE Number: 6306902
zbMATH Keywords: mortality immunization
zbMATH Keywords: longevity risk
zbMATH Keywords: mortality duration
zbMATH Keywords: mortality convexity
zbMATH Keywords: hedge effectiveness
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.08.006
OpenAlex ID: W2032858882
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DOI: 10.1016/J.INSMATHECO.2013.08.006
description: scientific article; zbMATH DE number 6306902