The role of longevity bonds in optimal portfolios

Insurance: Mathematics and Economics

Volumn 42, Issue 1, 2008, Pages 343-358

  Menoncin, Francesco ^a  

^a UNIVERSITY OF BRESCIA   (Italy)

Author keywords

Dynamic programming; Longevity risk

Indexed keywords

EID: 38649111647     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.05.001     Document Type: Article

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