A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
type: Item
instance of: scholarly article
title: A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
zbMATH Open document ID: 1467.91132
author: Matthias Börger
author: Arne Freimann
author: Jochen Ruß
published in: Insurance Mathematics \& Economics
publication date: 2021-07-06T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7368200
zbMATH Keywords: hedging longevity risk
zbMATH Keywords: hedge effectiveness
zbMATH Keywords: capital efficiency
zbMATH Keywords: solvency regimes
zbMATH Keywords: population basis risk
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.03.023
OpenAlex ID: W3154439033
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DOI: 10.1016/J.INSMATHECO.2021.03.023
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description: scientific article; zbMATH DE number 7368200