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Andrew Ngai · Study
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Author
Andrew Ngai
2 works
· latest 2011
cluster: provisional
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Citations
135
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Most cited in this library
Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
2011 · 108 citations
Longevity Risk Management for Life and Variable Annuities: Effectiveness of Static Hedging Using Longevity Bonds and Derivatives
2010 · 27 citations
Works
2 shown
Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
Insurance Mathematics and Economics
·
2011
·
2 authors
108
citations
Longevity Risk Management for Life and Variable Annuities: Effectiveness of Static Hedging Using Longevity Bonds and Derivatives
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
27
citations