Hedging longevity risk in defined contribution pension schemes
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DOI: 10.1007/s10287-023-00440-8
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- Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2019. "Hedging longevity risk in defined contribution pension schemes," Papers 1904.10229, arXiv.org, revised May 2020.
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Keywords
Defined contribution pension scheme; Longevity bond; Stochastic control; Dynamic programming principle;All these keywords.
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