Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach.
Mohamed El FarissiMhamed EddahbiAli GoumarPublished in: Symmetry (2024)
Keyphrases
- risk management
- risk factors
- risk assessment
- decision support system
- risk analysis
- financial markets
- decision making
- risk measures
- project management
- high risk
- minimum risk
- neural network
- risk averse
- portfolio optimization
- transaction costs
- exchange rate
- software projects
- monte carlo
- multistage
- decision trees
- data mining