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HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS*
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 43 / Issue 2 / May 2013
- Published online by Cambridge University Press:
- 18 June 2013, pp. 123-157
- Print publication:
- May 2013
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Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints
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- Journal:
- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 04 January 2016, pp. 1084-1112
- Print publication:
- December 2012
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- Article
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