Natural hedging in long-term care insurance
Year of publication: |
2018
|
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Authors: | Levantesi, Susanna ; Menzietti, Massimiliano |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 1, p. 233-274
|
Subject: | Long-term care insurance | natural hedging | disability risk | multivariate duration | conditional VaR minimization | Hedging | Pflegeversicherung | Theorie | Theory |
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