THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK
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Publication:4563789
DOI10.1017/asb.2016.33zbMath1390.91198OpenAlexW2553693313MaRDI QIDQ4563789
Johnny Siu-Hang Li, Yanxin Liu
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2016.33
Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)
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