寿险和可变年金的长寿风险管理:使用长寿债券和衍生品进行静态对冲的有效性

Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives

Insurance Mathematics and Economics · 2011
被引 113 · 同刊同年前 5%
ABS 3
保险精算风险管理金融衍生品养老金