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On the effectiveness of natural hedging for insurance companies and pension plans · Study

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ArticleOn the effectiveness of natural hedging for insurance companies and pension plans

Jackie Ka Ki Li2015

Article2015

On the effectiveness of natural hedging for insurance companies and pension plans

Jackie Ka Ki Li · Steven Haberman

15 citations·0/0 files stored·Insurance Mathematics and Economics

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Insurance, Mortality, Demography, Risk Management Insurance and Financial Risk Management Probability and Risk Models

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References

1977Time Series Analysis: Forecasting and Control 1992Modeling and Forecasting U. S. Mortality 2002A Poisson log-bilinear regression approach to the construction of projected lifetables 2005Coherent mortality forecasts for a group of populations: An extension of the lee-carter method 2001Mortality derivatives and the option to annuitise 2012Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models 2008Modelling and management of mortality risk: a review 2011Bayesian Stochastic Mortality Modelling for Two Populations

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2017NATURAL HEDGING IN LONG-TERM CARE INSURANCE 2016Coherent modeling of male and female mortality using Lee–Carter in a complex number framework

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Year2015

Typearticle

Published2015-01-31

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations15

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/j.insmatheco.2015.01.009

openalex_workW2089326561

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