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A Feasible natural hedging strategy for insurance companies

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      <subfield code="a">Wang, Chou-Wen</subfield>
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      <subfield code="a">A Feasible natural hedging strategy for insurance companies</subfield>
      <subfield code="c">Chou-Wen Wang,  Hong-Chih Huang,  De-Chuan Hong</subfield>
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      <subfield code="a">To offer a means for insurance companies to deal with longevity risk, this article investigates a natural hedging strategy and attempts to find an optimal allocation of insurance products. Unlike prior research, this proposed natural hedging model can account for both the variance and mispricing effects of longevity risk at the same time. In addition, this study employs experience mortality rates, obtained from life insurance companies, rather than population mortality data for life insurance and annuity products.</subfield>
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      <subfield code="t">Insurance : mathematics and economics</subfield>
      <subfield code="d">Oxford : Elsevier, 1990-</subfield>
      <subfield code="x">0167-6687</subfield>
      <subfield code="g">06/05/2013 Volumen 52 Número 3 - mayo 2013 </subfield>
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