Longevity risk in portfolios of pension annuities
Hari,N. De Waegenaere,A.M.B. Melenberg,B. Nijman,T.E.
Hari,N.
De Waegenaere,A.M.B.
Melenberg,B.
Nijman,T.E.
Abstract
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Date
2008
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Research Projects
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Citation
Hari, N, De Waegenaere, A M B, Melenberg, B & Nijman, T E 2008, 'Longevity risk in portfolios of pension annuities', Insurance Mathematics & Economics, vol. 42, no. 2, pp. 505-519.