On the optimal hedge ratio in index-based longevity risk hedging
Crossref DOI link: https://doi.org/10.1007/s13385-019-00199-w
Published Online: 2019-03-21
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Jackie http://orcid.org/0000-0001-8399-6584
Tan, Chong It
Tang, Sixian
Liu, Jia
Text and Data Mining valid from 2019-03-21
Article History
Received: 4 November 2018
Revised: 1 March 2019
Accepted: 8 March 2019
First Online: 21 March 2019