Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach
From MaRDI portal
Publication:6152687
DOI10.1016/j.insmatheco.2023.08.001MaRDI QIDQ6152687
Yanxin Liu, Wai Sum Chan, Johnny Siu-Hang Li
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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