Coping with longevity via hedging: fair dynamic valuation of variable annuities

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Publication:6573823

DOI10.1016/j.insmatheco.2024.04.005zbMath1545.91258MaRDI QIDQ6573823

Ze Chen, Runhuan Feng, Tianyu Yang, Hong Li

Publication date: 17 July 2024

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






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