IMT Institutional Repository: No conditions. Results ordered -Date Deposited.
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Tue, 21 May 2024 11:56:55 +0200Tue, 21 May 2024 11:56:55 +0200en Single and cross-generation natural hedging of longevity and financial risk
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Luciano, Elisa and Regis, Luca and Vigna, Elena Single and cross-generation natural hedging of longevity and financial risk. Journal of Risk and Insurance. ISSN 1539-6975 (In Press) (2015) Delta–Gamma hedging of mortality and interest rate risk
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Luciano, Elisa and Regis, Luca and Vigna, Elena Delta–Gamma hedging of mortality and interest rate risk. Insurance: Mathematics and Economics, 50 (3). 402 - 412. ISSN 0167-6687 (2012) Natural Delta Gamma Hedging of Longevity and Interest Rate Risk. ICER Working Paper
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Luciano, Elisa and Regis, Luca and Vigna, Elena Natural Delta Gamma Hedging of Longevity and Interest Rate Risk. ICER Working Paper. Working Paper #21/2011