Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk

R.S.P. Stevens, A.M.B. De Waegenaere and B. Melenberg
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R.S.P. Stevens: Tilburg University, School of Economics and Management
A.M.B. De Waegenaere: Tilburg University, School of Economics and Management
B. Melenberg: Tilburg University, School of Economics and Management

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Date: 2011
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