Time-consistent longevity hedging with long-range dependence
type: Item
instance of: scholarly article
title: Time-consistent longevity hedging with long-range dependence
zbMATH Open document ID: 1467.91154
author: Ling Wang
author: Hoi Ying Wong
published in: Insurance Mathematics \& Economics
publication date: 2021-07-06T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7368179
zbMATH Keywords: mean-variance hedging
zbMATH Keywords: time-consistency
zbMATH Keywords: open-loop equilibrium control
zbMATH Keywords: long-range dependence
zbMATH Keywords: mortality model
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.03.004
OpenAlex ID: W3136410930
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DOI: 10.1016/J.INSMATHECO.2021.03.004
description: scientific article; zbMATH DE number 7368179