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Correlated age-specific mortality model: an application to annuity portfolio management
  • Lin, Tzuling
  • Articles and Chapters
  • Correlated age-specific mortality model: an application to annuity portfolio management
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Hedging mortality-longevity risks for multiple years
  • Lin, Tzuling
  • Articles and Chapters
  • Hedging mortality-longevity risks for multiple years
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Natural hedges with immunization strategies of mortality and interest rates
  • Lin, Tzuling
  • Articles and Chapters
  • Natural hedges with immunization strategies of mortality and interest rates
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Applications of mortality durations and convexities in natural hedges
  • Lin, Tzuling
  • Articles and Chapters
  • Applications of mortality durations and convexities in natural hedges