Stochastic mortality
Content type | Date Sort ascending | Title | Tags |
---|---|---|---|
ERM Resource | 29/07/2015 | Mortality and Longevity: a Risk Management Perspective | life annuity, Longevity Risk, Mortality Risk, No category, Process Risk, Solvency, Stochastic mortality, term assurance, uncertainty risk |
ERM Resource | 29/07/2015 | Optimal hedging of demographic risk in life insurance |
Demographic Risk, hedging, Mean-variance, Mortality derivatives, Optimal design of derivatives, Risk Management Tools and Techniques, Risk Optimisation, Stochastic mortality |