Basis risk modelling: a cointegration-based approach (Q5276179): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:49, 8 February 2024
scientific article; zbMATH DE number 6745883
Language | Label | Description | Also known as |
---|---|---|---|
English | Basis risk modelling: a cointegration-based approach |
scientific article; zbMATH DE number 6745883 |
Statements
Basis risk modelling: a cointegration-based approach (English)
0 references
14 July 2017
0 references
longevity risk
0 references
national and insured mortality rates
0 references
cointegration
0 references
basis risk
0 references
multivariate approach
0 references
time series
0 references
robustness
0 references