Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach
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Publication:6152687
DOI10.1016/J.INSMATHECO.2023.08.001MaRDI QIDQ6152687FDOQ6152687
Authors: Johnny Siu-Hang Li, Yan-Xin Liu, Wai Sum Chan 
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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