Key q-duration : a framework for hedging longevity risk
Johnny Siu-Hang Li and Ancheng Luo
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Johnny Siu-Hang ; Luo, Ancheng |
| Publisher: |
London : Pensions Inst., Cass Business School, City Univ. |
| Subject: | Sterblichkeit | Mortality | Hedging | Risikomanagement | Risk management | Risikomodell | Risk model |
| Extent: | Online-Ressource (PDF-Datei: 36 S., 261 KB) graph. Darst. |
|---|---|
| Series: | Discussion paper / The Pensions Institute, Cass Business School, City University. - London : [Verlag nicht ermittelbar], ISSN 1367-580X, ZDB-ID 2160655-9. - Vol. 1109 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009536145