Forward mortality rates in discrete time II : longevity risk and hedging strategies

Andrew Hunt and David Blake

Year of publication:	January 2016
Authors:	Hunt, Andrew ; Blake, David
Publisher:	London, United Kingdom : The Pensions Institute, Cass Business School, City University London
Subject:	Mortality modelling \| age/period/cohort models \| forward mortality rates \| longevity-linked securities \| longevity hedging \| Sterblichkeit \| Mortality \| Hedging \| Risikomodell \| Risk model \| Lebensversicherung \| Life insurance \| Theorie \| Theory \| Risikomanagement \| Risk management \| Derivat \| Derivative

freely available

Full text |

More access options

Which error do you want to report?

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Required language not in the list? Please use comment field

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011449869