Johnny Li presented “The Locally-Linear Cairns-Blake-Dowd Model: A Note on Delta-Nuga Hedging of Longevity Risk”

Johnny Li was invited to speak at the 2017 Korean Statistical Conference, Seoul, Korea. The title of his presentation was “The Locally-Linear Cairns-Blake-Dowd Model: A Note on Delta-Nuga Hedging of Longevity Risk”