Technical papers / Insurance Risk
Cedric Fetiveau and Chenye Jia propose a method to measure longevity risk
Hamza Bahaji, Stephanie Ridon and Emmanuel Bourdeix propose a tracking error driven allocation approach applicable to a broad equity universe
The case for targeting core rather than headline inflation for long-term hedgers
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More Technical papers / Insurance Risk articles
A universal law for optimally dealing with proportional transaction costs
Portfolio construction and systematic trading with factor entropy pooling
Defined benefit pension strategy with stochastic volatility
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