A combined analysis of hedge effectiveness and capital efficiency in longevity hedging

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Börger, Matthias (VerfasserIn)
Weitere Verfasser:	Freimann, Arne (VerfasserIn), Ruß, Jochen (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2021
Schlagworte:	Capital efficiency > Hedge effectiveness > Hedging longevity risk > Population basis risk > Solvency regimes > Aufsatz in Zeitschrift
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