Relative Hedging of Systematic Mortality Risk
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Publication:5029058
DOI10.1080/10920277.2009.10597542zbMath1483.91203OpenAlexW2056748332MaRDI QIDQ5029058
Michael Ludkovski, Erhan Bayraktar
Publication date: 11 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.549.4616
Related Items (2)
Hedging pure endowments with mortality derivatives ⋮ Portfolio Choice with Market--Credit-Risk Dependencies
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