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Delta-hedging longevity risk under the M7-M5 model: The impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q., Li, Johnny S.-H.Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2018.10.003
Date:
October, 2018
File:
PDF, 2.10 MB
english, 2018