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Quantification and Management of Longevity Risk in China
adapting the work of Zhou and Li (2017), produce a dynamic hedging strategy that is compatible with the demographic ... longevity risk in China. Section 4 presents the dynamic longevity hedging strategy we consider. Section ...- Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
- Date: Oct 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography