Recent declines in life expectancy: implication on longevity risk hedging
type: Item
instance of: scholarly article
title: Recent declines in life expectancy: implication on longevity risk hedging
zbMATH Open document ID: 1465.91095
author: Johnny Siu-Hang Li
author: Yan-Xin Liu
published in: Insurance Mathematics \& Economics
publication date: 2021-07-06T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7368205
zbMATH Keywords: longevity hedging strategies
zbMATH Keywords: hypothesis risk
zbMATH Keywords: mortality heat maps
zbMATH Keywords: the heat wave model
zbMATH Keywords: longevity risk
zbMATH Keywords: mortality improvement rates
zbMATH Keywords: stochastic mortality modeling
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.03.028
OpenAlex ID: W3154418169
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DOI: 10.1016/J.INSMATHECO.2021.03.028
description: scientific article; zbMATH DE number 7368205