Publisher: Cambridge University Press
E-ISSN: 1783-1350|43|2|123-157
ISSN: 0515-0361
Source: ASTIN Bulletin, Vol.43, Iss.2, 2013-06, pp. : 123-157
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Key Q-Duration: A Framework for Hedging Longevity Risk
ASTIN Bulletin, Vol. 42, Iss. 2, 2012-11 ,pp. :
THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH
ASTIN Bulletin, Vol. 43, Iss. 2, 2013-06 ,pp. :
On the Hedging Portfolio of Asian Options
ASTIN Bulletin, Vol. 26, Iss. 2, 1996-11 ,pp. :