Key Q-Duration: A Framework for Hedging Longevity Risk

DOI10.2143/AST.42.2.2182804zbMath1277.91089OpenAlexW1875256428MaRDI QIDQ2866020

Johnny Siu-Hang Li, Ancheng Luo

Publication date: 12 December 2013

Full work available at URL: https://EconPapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:02:p:413-452_00

zbMATH Keywords

securitizationCairns-Blake-Dowd modelq-forwards

Mathematics Subject Classification ID

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