Static versus dynamic longevity-risk hedging
Year of publication: |
2015
|
---|---|
Authors: | Rosa, Clemente De ; Luciano, Elisa ; Regis, Luca |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | longevity risk | static vs. dynamic hedging | longevity swaps | longevity bonds |
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