A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806): Difference between revisions

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Latest revision as of 19:11, 15 July 2024

scientific article; zbMATH DE number 6880366
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English
A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
scientific article; zbMATH DE number 6880366

    Statements

    A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (English)
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    4 June 2018
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    stochastic morality
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    longevity basis risk
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    two-population mortality models
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    hedge effectiveness
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    index-based hedges
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