Longevity hedge effectiveness using socioeconomic indices (Q6152719)

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scientific article; zbMATH DE number 7804029
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Longevity hedge effectiveness using socioeconomic indices
scientific article; zbMATH DE number 7804029

    Statements

    Longevity hedge effectiveness using socioeconomic indices (English)
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    13 February 2024
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    longevity risk
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    hedge effectiveness
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    basis risk
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    socioeconomic groups
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    static hedging
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    Q-forwards
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