Basis risk modelling: a cointegration-based approach (Q5276179): Difference between revisions

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Latest revision as of 02:56, 14 July 2024

scientific article; zbMATH DE number 6745883
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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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    Identifiers

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