Basis risk modelling: a cointegration-based approach (Q5276179): Difference between revisions
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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)
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14 July 2017
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longevity risk
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national and insured mortality rates
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cointegration
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basis risk
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multivariate approach
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time series
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robustness
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