With Johnn Siu-Hang Li, Wai-Sum Chan. Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach. Insurance: Mathematics and Economics. August 19, 2023.
With Johnn Siu-Hang Li, Wai-Sum Chan. Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach. Insurance: Mathematics and Economics. August 19, 2023.