Longevity Option and Longevity Swap De-Risking Strategies Under Frailty-Based Mortality Models
In this research, we develop longevity option and longevity swap de-risking strategies based on a frailty-based mortality model in order to obtain more effective longevity risk transfer by means of unbiased projections. The main findings show that when an appropriate de-risking strategy is not selec...
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| Hauptverfasser: | , , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2026-05-01
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| Schriftenreihe: | Risks |
| Schlagworte: | |
| Online-Zugang: | https://www.mdpi.com/2227-9091/14/6/124 |
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