Parametric mortality indexes : from index construction to hedging strategies
Chong It Tan; Jackie Li; Johnny Siu-Hang Li; Uditha Balasooriya
| Year of publication: |
2014
|
|---|---|
| Authors: | Tan, Chong It ; Li, Jackie ; Li, Johnny Siu-Hang ; Balasooriya, Uditha |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 285-299
|
| Subject: | Cairns-Blake-Dowd model | Mortality indexes | Securitization | Hedging strategies | Longevity risk reduction | Sterblichkeit | Mortality | Hedging | Index | Index number | Risikomanagement | Risk management | Verbriefung | Portfolio-Management | Portfolio selection | Indexberechnung | Index construction | Aktienindex | Stock index | Lebensversicherung | Life insurance | Risikomodell | Risk model | Schätzung | Estimation |
| 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/10010469993