It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk |
scientific article |
Statements
It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (English)
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13 December 2016
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coherent mortality forecasting
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index-based longevity hedges
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multi-population mortality models
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q-forwards
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state-space models
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