THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK

Publisher: Cambridge University Press

E-ISSN: 1783-1350|47|1|79-151

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.47, Iss.1, 2016-11, pp. : 79-151

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Abstract