Longevity hedge effectiveness : a decomposition

Andrew J. G. Cairns, Kevin Dowd, David Blake and Guy D. Coughlan

Year of publication:	2011
Authors:	Cairns, Andrew ; Dowd, Kevin ; Blake, David ; Coughlan, Guy D.
Publisher:	London : Pensions Inst., Cass Business School, City Univ.
Subject:	Sterblichkeit \| Mortality \| Hedging \| Dekompositionsverfahren \| Decomposition method \| Theorie \| Theory

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