A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806): Difference between revisions
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scientific article; zbMATH DE number 6880366
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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