Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
Elisa Luciano; Luca Regis
| Year of publication: |
2014
|
|---|---|
| Authors: | Luciano, Elisa ; Regis, Luca |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 68-77
|
| Subject: | VaR for life insurance | Inefficient longevity risk transfer | Interest-rate with longevity risk | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Hedging | Risikomodell | Risk model | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection |
| 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/10010366205