Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk
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Publication:5742661
DOI10.1080/10920277.2013.852064zbMath1412.91048OpenAlexW2047558047MaRDI QIDQ5742661
Ruilin Tian, Yijia Lin, Jifeng Yu, Ken Seng Tan
Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2013.852064
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Related Items (12)
De-risking long-term care insurance ⋮ TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Pension risk management with funding and buyout options ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ De-risking defined benefit plans ⋮ Optimal dynamic longevity hedge with basis risk ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Inference pitfalls in Lee-Carter model for forecasting mortality ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ Optimal Longevity Risk Transfer and Investment Strategies ⋮ Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts
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