![Elderly care Elderly care](https://cepar.edu.au/sites/default/files/styles/medium/public/iStock-533704198_3.jpg?itok=mRQBW0g7)
Yang Shen and Michael Sherris
This paper considers the lifetime asset allocation problem with both idiosyncratic and systematic longevity risks, in which the stochastic mortality model is given by a general diffusion process.
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Yang Shen and Michael Sherris
This paper considers the lifetime asset allocation problem with both idiosyncratic and systematic longevity risks, in which the stochastic mortality model is given by a general diffusion process.