A dynamic equivalence principle for systematic longevity risk management
Hamza Hanbali, Michel Denuit, Jan Dhaene, Julien Trufin
| Year of publication: |
2019
|
|---|---|
| Authors: | Hanbali, Hamza ; Denuit, Michel ; Dhaene, Jan ; Trufin, Julien |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 86.2019, p. 158-167
|
| Subject: | Systematic longevity risk | Risk sharing | Solvency | Dynamic equivalence principle | (Conditional) Law of large numbers | Sterblichkeit | Mortality | Theorie | Theory | Risikomanagement | Risk management | Risikomodell | Risk model | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058854