Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean-variance hedging of longevity risk: effect of cointegration |
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Time-consistent mean-variance hedging of longevity risk: effect of cointegration (English)
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28 January 2015
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longevity risk
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basis risk
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cointegration
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stochastic mortality
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