Changyu Liu

School of Risk & Actuarial Studies

UNSW Business School

High St

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

193

TOTAL CITATIONS

2

Scholarly Papers (1)

1.

Immunization and Hedging of Longevity Risk

UNSW Business School Research Paper No. 2015ACTL12
Number of pages: 39 Posted: 23 Apr 2015
Changyu Liu and Michael Sherris
School of Risk & Actuarial Studies and UNSW Business School
Downloads 193 (339,908)
Citation 2

Abstract:

Loading...

immunization, hedging, delta, gamma, longevity bond