Local risk-minimization with longevity bonds
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Standard
Local risk-minimization with longevity bonds. / Henriksen, Lars Frederik Brandt; Møller, Thomas.
I: Applied Stochastic Models in Business and Industry, Bind 31, Nr. 2, 2015, s. 241-263.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Henriksen, LFB & Møller, T 2015, 'Local risk-minimization with longevity bonds', Applied Stochastic Models in Business and Industry, bind 31, nr. 2, s. 241-263. https://doi.org/10.1002/asmb.2028
APA
Henriksen, L. F. B., & Møller, T. (2015). Local risk-minimization with longevity bonds. Applied Stochastic Models in Business and Industry, 31(2), 241-263. https://doi.org/10.1002/asmb.2028
Vancouver
Henriksen LFB, Møller T. Local risk-minimization with longevity bonds. Applied Stochastic Models in Business and Industry. 2015;31(2):241-263. https://doi.org/10.1002/asmb.2028
Author
Bibtex
@article{2f89f7f13ab3493a87cd50309288c8b3,
title = "Local risk-minimization with longevity bonds",
keywords = "longevity bond, minimal martingale measure, local risk-minimization",
author = "Henriksen, {Lars Frederik Brandt} and Thomas M{\o}ller",
year = "2015",
doi = "10.1002/asmb.2028",
language = "English",
volume = "31",
pages = "241--263",
journal = "Applied Stochastic Models in Business and Industry",
issn = "1524-1904",
publisher = "JohnWiley & Sons Ltd",
number = "2",
}
RIS
TY - JOUR
T1 - Local risk-minimization with longevity bonds
AU - Henriksen, Lars Frederik Brandt
AU - Møller, Thomas
PY - 2015
Y1 - 2015
KW - longevity bond
KW - minimal martingale measure
KW - local risk-minimization
U2 - 10.1002/asmb.2028
DO - 10.1002/asmb.2028
M3 - Journal article
VL - 31
SP - 241
EP - 263
JO - Applied Stochastic Models in Business and Industry
JF - Applied Stochastic Models in Business and Industry
SN - 1524-1904
IS - 2
ER -
ID: 161440593