An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach
Jennifer L. Wang; H. C. Huang; Sharon S. Yang; Jeffrey T. Tsai
| Year of publication: |
2010
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|---|---|
| Authors: | Wang, Jennifer L. ; Huang, H. C. ; Yang, Sharon S. ; Tsai, Jeffrey T. |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 77.2010, 2, p. 473-497
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| Subject: | Hedging | Anlegerschutz | Investor protection | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | USA | United States | 1959-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003981547