The impact of longevity and investment risk on a portfolio of life insurance liabilities
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Publication:2323648
DOI10.1007/s13385-018-0175-5zbMath1422.91325OpenAlexW2780642883WikidataQ129725640 ScholiaQ129725640MaRDI QIDQ2323648
An Chen, Anna Rita Bacinello, Pietro Millossovich
Publication date: 3 September 2019
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/20703/1/EAJ_submission_blind.pdf
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