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type:"article"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Pacific-Basin finance journal"
~person:"Chiu, Mei Choi"
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Chiu, Mei Choi
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European journal of operational research : EJOR
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Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
2
Mean-variance asset-liability management with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
3
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
Saved in:
4
Mean-variance asset-liability management : cointegrated assets and insurance liability
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 785-793
Persistent link: https://www.econbiz.de/10009656135
Saved in:
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