Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks
Year of publication: |
2018
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Authors: | Yang, Sharon S. ; Huang, Hong‐Chih ; Yeh, Yu‐Yun |
Published in: |
Journal of Risk and Insurance. - Wiley, ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 86.2018, 3 (08.02.), p. 783-805
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Publisher: |
Wiley |
Saved in:
Online Resource
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