Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach

Mohamed El Farissi, Mhamed Eddahbi, Ali Goumar. Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach. Symmetry, 16(2):165, February 2024. [doi]

Authors

Mohamed El Farissi

This author has not been identified. Look up 'Mohamed El Farissi' in Google

Mhamed Eddahbi

This author has not been identified. Look up 'Mhamed Eddahbi' in Google

Ali Goumar

This author has not been identified. Look up 'Ali Goumar' in Google