Local risk-minimization with longevity bonds

Lars Frederik Brandt Henriksen, Thomas Møller

4 Citations (Scopus)
Original languageEnglish
JournalApplied Stochastic Models in Business and Industry
Volume31
Issue number2
Pages (from-to)241-263
ISSN1524-1904
DOIs
Publication statusPublished - 1 Mar 2015

Keywords

  • longevity bond
  • minimal martingale measure
  • local risk-minimization

Fingerprint

Dive into the research topics of 'Local risk-minimization with longevity bonds'. Together they form a unique fingerprint.

Cite this