Hong Li

Nankai University

94 Weijin Road

Tianjin, 300071

China

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Robust Mean–Variance Hedging of Longevity Risk

Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 459-475, 2017
Number of pages: 17 Posted: 14 Apr 2017
Nankai University, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
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Abstract:

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