Basis risk in static versus dynamic longevity-risk hedging (Q4575469): Difference between revisions

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+Understanding, modelling and managing longevity risk: key issues and main challenges
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+Longevity hedge effectiveness: a decomposition
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+On systematic mortality risk and risk-minimization with survivor swaps
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+Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities
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+A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
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+Delta, gamma and bucket hedging of interest rate derivatives
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+Measuring Basis Risk in Longevity Hedges
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+Delta-gamma hedging of mortality and interest rate risk
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+Time-consistent mean-variance hedging of longevity risk: effect of cointegration
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