Spatial natural hedging: a general framework with application to the mortality of U.S. states

IF 1.6 3区经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Scandinavian Actuarial Journal Pub Date : 2024-06-18 DOI:10.1080/03461238.2024.2365977

Kyran Cupido, Petar Jevtić, Luca Regis, Kenneth Q. Zhou

引用次数: 0

Abstract

It is well known that coupling life and death benefits within an insurance portfolio may be a beneficial longevity risk reduction technique, especially when policies are underwritten in the same ge...

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空间自然对冲：应用于美国各州死亡率的总体框架

众所周知，在一个保险组合中，将人寿保险金和死亡保险金结合起来可能是一种有益的降低长寿风险的技术，尤其是当保单在同一地域承保时。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY

CiteScore

3.30

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.