Cohort and value-based multi-country longevity risk management
Michael Sherris, Yajing Xu and Jonathan Ziveyi
| Year of publication: |
2020
|
|---|---|
| Authors: | Sherris, Michael ; Xu, Yajing ; Ziveyi, Jonathan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 7, p. 650-676
|
| Subject: | arbitrage-free Nelson-Siegel model | basis risk | graphical risk metric | multi-country mortality model | Value-based longevity indexes | Sterblichkeit | Mortality | Risikomanagement | Risk management | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk | Prognoseverfahren | Forecasting model | Lebensversicherung | Life insurance | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1711450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313720