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Property / DOI: 10.1016/j.insmatheco.2021.03.004 / rank
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Latest revision as of 20:35, 16 December 2024

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Time-consistent longevity hedging with long-range dependence
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    Time-consistent longevity hedging with long-range dependence (English)
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    6 July 2021
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    mean-variance hedging
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    time-consistency
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    open-loop equilibrium control
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    long-range dependence
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    mortality model
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