Longevity risk in portfolios of pension annuities

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Original language	English
Pages (from-to)	505-519
Journal	Insurance: Mathematics & Economics
Volume	42
Issue number	2
Publication status	Published - 2008

Cite this

@article{2e2ba896d0d746c186d66fd8b89e6062,

title = "Longevity risk in portfolios of pension annuities",

author = "N. Hari and {De Waegenaere}, A.M.B. and B. Melenberg and T.E. Nijman",

year = "2008",

language = "English",

volume = "42",

pages = "505--519",

journal = "Insurance: Mathematics & Economics",

issn = "0167-6687",

publisher = "Elsevier Science BV",

number = "2",

}