Hedging Mortality/Longevity Risks for Multiple Years
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Publication:5108353
DOI10.1080/10920277.2019.1625789zbMath1437.91397OpenAlexW2974645000WikidataQ127220275 ScholiaQ127220275MaRDI QIDQ5108353
Cary Chi-Liang Tsai, Tzuling Lin
Publication date: 4 May 2020
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2019.1625789
Related Items (2)
Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds ⋮ Longevity risk and capital markets: the 2019--20 update
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