Delta-gamma hedging of mortality and interest rate risk
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Publication:414608
DOI10.1016/j.insmatheco.2012.01.006zbMath1237.91134OpenAlexW3124733721MaRDI QIDQ414608
Elisa Luciano, Luca Regis, Elena Vigna
Publication date: 11 May 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.01.006
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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