OpenAlex
Optimal dynamic longevity hedge with basis risk
Work
Year: 2021
Type: article
Source: European Journal of Operational Research
Authors Ken Seng Tan, Chengguo Weng, Jinggong Zhang
Institutions Nanyang Technological University, University of Waterloo
Cites: 39
Cited by: 4
Related to: 10
FWCI: 1.41
Citation percentile (by year/subfield): 88.64
Topic: Insurance, Mortality, Demography, Risk Management
Subfield: Demography
Field: Social Sciences
Domain: Social Sciences
Sustainable Development Goal Good health and well-being
Open Access status: closed