On the effectiveness of natural hedging for insurance companies and pension plans
Year of publication: |
2015
|
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Authors: | Li, Jackie ; Haberman, Steven |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 286-297
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Subject: | Longevity risk | Natural hedging | Poisson Lee-Carter model | Poisson common factor model | Product-ratio model | Historical simulation | Value-at-Risk | Risk reduction | Hedging | Risikomaß | Risk measure | Sterblichkeit | Mortality | Risikomodell | Risk model | Simulation | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Risiko | Risk |
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