Applications of mortality durations and convexities in natural hedges
Year of publication: |
2014
|
---|---|
Authors: | Lin, Tzuling ; Tsai, Cary Chi-Liang |
Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 18.2014, 3, p. 417-442
|
Subject: | Sterblichkeit | Mortality | Hedging | Theorie | Theory | Dauer | Duration |
-
Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig, (2017)
-
Reappraising medfly longevity : a quantile regression survival analysis
Koenker, Roger, (1999)
-
On goodness of fit tests for accelerated life models
Bagdonavicius, Vilijandas, (1999)
- More ...
-
On the mortality/longevity risk hedging with mortality immunization
Lin, Tzuling, (2013)
-
Age-specific copula-AR-GARCH mortality models
Lin, Tzuling, (2015)
-
A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling, (2015)
- More ...