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Liability Driven Investment

References

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References

 

Kemp, M.H.D. (2005). Risk Management in a Fair Valuation World. British Actuarial Journal, 11, No 4, pp. 595-712

 

Kemp, M.H.D. (2009). Market consistency: Model calibration in imperfect markets. John Wiley & Sons [for futher information on this book please see Market Consistency]

 


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