Changyu Liu

School of Risk & Actuarial Studies

UNSW Business School

High St

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

147

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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 University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 147 (206,561)
Citation 1

Abstract:

Loading...

immunization, hedging, delta, gamma, longevity bond