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Natural hedges with immunization strategies of mortality and interest rates
Lin, Tzuling; Tsai, Cary Chi-liang - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 155-185
Persistent link: https://www.econbiz.de/10012194116
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A new option for mortality-interest rates
Lin, Tzuling; Tsai, Cary Chi-Liang - In: The journal of futures markets 43 (2023) 2, pp. 273-293
Persistent link: https://www.econbiz.de/10014293018
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Asset liability management of longevity and interest rate risks : using survival-mortality bonds
Lin, Tzuling; Tsai, Cary Chi-Liang; Cheng, Hung-Wen - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 1, pp. 74-95
Persistent link: https://www.econbiz.de/10014286516