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  • Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
    Risk: Approximations to Survivor Functions and Dynamic Hedging. Insurance: Mathematics and Economics, ... Dahl, M., Glar, S., and Møller, T. (2011). Mixed Dynamic and Static Risk-Minimization With an Appli- cation ...

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    • Authors: Kenneth Zhou, Siu-Hang Li
    • Date: Jul 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management