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~isPartOf:"Journal of international money and finance"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Zhou, Kenneth Q."
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Hedging
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Mortality
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Zhou, Kenneth Q.
Li, Johnny Siu-Hang
8
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Dhaene, Jan
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MacMinn, Richard D.
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Regis, Luca
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Journal of international money and finance
Insurance / Mathematics & economics
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Journal of demographic economics : JODE
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Scandinavian actuarial journal
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
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Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
2
Delta-
hedging
longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
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