Natural hedging in continuous time life insurance
Author:
Funder
Innovationsfonden
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s13385-022-00340-2.pdf
Reference7 articles.
1. Christiansen MC (2008) A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension. Insur Math Econ 42(2):680–690
2. Christiansen MC (2011) Making use of netting effects when composing life insurance contracts. Eur Actuar J 1(Suppl 1):47–60
3. Cox SH, Lin Y (2007) Natural hedging of life and annuity mortality risks. N Am Actuar J 11(3):1–15. https://doi.org/10.1080/10920277.2007.10597464
4. Kalashnikov V, Norberg R (2003) On the sensitivity of premiums and reserves to changes in valuation elements. Scand Actuar J 2003(3):238–256
5. Levantesi S, Menzietti M (2017) Natural hedging in long-term care insurance. ASTIN Bull 48:1–42. https://doi.org/10.1017/asb.2017.29
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