On the mortality/longevity risk hedging with mortality immunization
Tzuling Lin; Cary Chi-Liang Tsai
| Year of publication: |
2013
|
|---|---|
| Authors: | Lin, Tzuling ; Tsai, Cary Chi-liang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 580-596
|
| Subject: | Mortality immunization | Longevity risk | Mortality duration | Mortality convexity | Hedge effectiveness | Sterblichkeit | Mortality | Hedging | Lebensversicherung | Life insurance | Risikomanagement | Risk management | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Theorie | Theory |
| 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/10010227936