Robust Mean-Variance Hedging of Longevity Risk

Robust Mean-Variance Hedging of Longevity Risk

Li, Hong, De Waegenaere, Anja, Melenberg, Bertrand
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Volume:
84
Language:
english
Journal:
Journal of Risk and Insurance
DOI:
10.1111/jori.12201
Date:
April, 2017
File:
PDF, 196 KB
english, 2017
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