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Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach - MaRDI portal

Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach

From MaRDI portal
Publication:6152687

DOI10.1016/j.insmatheco.2023.08.001MaRDI QIDQ6152687

Yanxin Liu, Wai Sum Chan, Johnny Siu-Hang Li

Publication date: 13 February 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)






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