Local risk-minimization with longevity bonds

Lars Frederik Brandt Henriksen, Thomas Møller

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

7 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Applied Stochastic Models in Business and Industry
Vol/bind	31
Udgave nummer	2
Sider (fra-til)	241-263
ISSN	1524-1904
DOI	https://doi.org/10.1002/asmb.2028
Status	Udgivet - 2015

Adgang til dokumentet

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title = "Local risk-minimization with longevity bonds",

keywords = "longevity bond, minimal martingale measure, local risk-minimization",

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AU - Henriksen, Lars Frederik Brandt

AU - Møller, Thomas

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KW - minimal martingale measure

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