Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (Q4987092)

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scientific article; zbMATH DE number 7341016
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Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers
scientific article; zbMATH DE number 7341016

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    Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (English)
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    28 April 2021
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    index-based longevity hedge
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    mortality
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    Solvency II
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    capital relief
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