Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Harry Bensusan, Nicole El Karoui, Stéphane Loisel, Yahia Salhi
| Year of publication: |
May 2016
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|---|---|
| Authors: | Bensusan, Harry ; El Karoui, Nicole ; Loisel, Stéphane ; Salhi, Yahia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 73-83
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| Subject: | Pension funds | Longevity risk | Interest rate risk | Risk transfer | Longevity modeling | Hedge effectiveness | Sterblichkeit | Mortality | Pensionskasse | Pension fund | Hedging | Zinsrisiko | Risiko | Risk | Risikomanagement | Risk management | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Theorie | Theory | Lebensversicherung | Life insurance | Altersvorsorge | Retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011492465