Longevity Hedging 101

North American Actuarial Journal - Tập 15 Số 2 - Trang 150-176 - 2011
Guy Coughlan1, Marwa Khalaf-Allah1, Yijing Ye1, Sumit Kumar1, Nicole El Karoui2, David Blake3, Kevin Dowd4
1Pension Advisory Group , J.P. Morgan, 125 London Wall, London EC2Y 5AJ , United Kingdom
2Financial Mathematics, Maxwell Institute for Mathematical Sciences, and Actuarial Mathematics and Statistics , Heriot-Watt University , Edinburgh, EH14 4AS , United Kingdom
3Economics and Director of the Pensions Institute, Pensions Institute , Cass Business School , 106 Bunhill Row, London, EC1Y 8TZ , United Kingdom
4Pensions Institute Cass Business School,106 Bunhill Row,London,EC1Y 8TZ,United Kingdom

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Tài liệu tham khảo

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North American Actuarial Journal

Tập 15 Số 2

150-176

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