Benchmarked Risk Minimizing Hedging Strategies for Life Insurance Policies
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References listed on IDEAS
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More about this item
Keywords
benchmark approach; benchmarked risk minimization; life insurance; mortality model;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HEA-2020-08-31 (Health Economics)
- NEP-IAS-2020-08-31 (Insurance Economics)
- NEP-RMG-2020-08-31 (Risk Management)
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