Valuation and hedging of life insurmance liabilities with systematic mortality risk
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Insurance: Mathematics and Economics |
Volume | 39 |
Pages (from-to) | 193-217 |
ISSN | 0167-6687 |
Publication status | Published - 2006 |
ID: 1120593