Measuring Basis Risk in Longevity Hedges

DOI10.1080/10920277.2011.10597616zbMath1228.91042OpenAlexW1539798016MaRDI QIDQ3107266

Publication date: 21 December 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2011.10597616

Mathematics Subject Classification ID

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