Local risk-minimization with longevity bonds
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| 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