Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (Q4987092): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q126558891, #quickstatements; #temporary_batch_1719272490319 |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Modelling and management of mortality risk: a review / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Longevity hedge effectiveness: a decomposition / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Modeling and Forecasting U.S. Mortality / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES / rank | |||
Normal rank | |||
Latest revision as of 15:02, 25 July 2024
scientific article; zbMATH DE number 7341016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers |
scientific article; zbMATH DE number 7341016 |
Statements
Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (English)
0 references
28 April 2021
0 references
index-based longevity hedge
0 references
mortality
0 references
Solvency II
0 references
capital relief
0 references
0 references
