Li, Jackie; Haberman, Steven On the effectiveness of natural hedging for insurance companies and pension plans. (English) Zbl 1314.91142 Insur. Math. Econ. 61, 286-297 (2015). MSC: 91B30 91G70 PDFBibTeX XMLCite \textit{J. Li} and \textit{S. Haberman}, Insur. Math. Econ. 61, 286--297 (2015; Zbl 1314.91142) Full Text: DOI Link
Tan, Chong It; Li, Jackie; Li, Johnny Siu-Hang; Balasooriya, Uditha Parametric mortality indexes: from index construction to hedging strategies. (English) Zbl 1306.91140 Insur. Math. Econ. 59, 285-299 (2014). MSC: 91G20 91B30 91D20 91B82 62P05 PDFBibTeX XMLCite \textit{C. I. Tan} et al., Insur. Math. Econ. 59, 285--299 (2014; Zbl 1306.91140) Full Text: DOI