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THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 47 / Issue 1 / January 2017
- Published online by Cambridge University Press:
- 09 November 2016, pp. 79-151
- Print publication:
- January 2017
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- Article
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