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isPartOf:"CoFE Discussion Paper"
subject:"Hedging"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"De Waegenaere, Anja"
~person:"Wong, Hoi Ying"
~subject:"Entscheidung unter Risiko"
~subject:"Theorie der Unternehmung"
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Hedging
Entscheidung unter Risiko
Theorie der Unternehmung
Mortality
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De Waegenaere, Anja
Wong, Hoi Ying
Adam-Müller, Axel F. A.
3
Wong, Kit Pong
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Ai, Jing
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Amaya, Diego
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Brockett, Patrick L.
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Chiu, Mei Choi
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Gauthier, Geneviève
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Gründl, Helmut
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Jin, Hyun Joung
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Kélani, Abdou
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Li, Hong
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Léautier, Thomas-Olivier
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MacMinn, Richard D.
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Melenberg, Bertrand
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Pagach, Donald
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Phillips, Richard D.
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Quittard-Pinon, François
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Regis, Luca
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Schulze, Roman N.
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Siu-Hang Li, Johnny
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Smith, Stephen DeWitt
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CoFE Discussion Paper
The journal of risk and insurance : the journal of the American Risk and Insurance Association
CentER Discussion Paper Series
1
Insurance / Mathematics & economics
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ECONIS (ZBW)
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Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
Saved in:
2
Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
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