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subject:"Portfolio selection"
type_genre:"Article in journal"
~isPartOf:"Scandinavian actuarial journal"
~person:"Regis, Luca"
~person:"Small, Daniel"
~subject:"Mortality"
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Portfolio selection
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Regis, Luca
Small, Daniel
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Scandinavian actuarial journal
Insurance / Mathematics & economics
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ASTIN bulletin : the journal of the International Actuarial Association
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Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
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2
Basis risk in static versus dynamic longevity-risk hedging
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 343-365
Persistent link: https://www.econbiz.de/10011772167
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