Spatial natural hedging : a general framework with application to the mortality of U.S. states
Kyran Cupido, Petar Jevtić, Luca Regis and Kenneth Q. Zhou
| Year of publication: |
2024
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|---|---|
| Authors: | Cupido, Kyran ; Jevtić, Petar ; Regis, Luca ; Zhou, Kenneth Q. |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 10, p. 1036-1064
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| Subject: | longevity risk | mortality uncertainty | Spatial natural hedging | U.S. mortality rates | Sterblichkeit | Mortality | Hedging | USA | United States | Räumliche Verteilung | Spatial distribution | Theorie | Theory | Risiko | Risk | Schätzung | Estimation | Lebensversicherung | Life insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2024.2365977 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188241