MAP20120020160 Luciano, Elisa Delta-Gamma hedging of mortality and interest rate risk / Elisa Luciano, Luca Regis, Elena Vigna En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/05/2012 Tomo 50 Número 3 - 2012 I. Regis, Luca . II. Vigna, Elena . III. Title.