Local risk-minimization with longevity bonds
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Applied Stochastic Models in Business and Industry |
Volume | 31 |
Issue number | 2 |
Pages (from-to) | 241-263 |
ISSN | 1524-1904 |
DOIs | |
Publication status | Published - 2015 |
- longevity bond, minimal martingale measure, local risk-minimization
Research areas
ID: 161440593