Longevity hedge effectiveness using socioeconomic indices (Q6152719)
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scientific article; zbMATH DE number 7804029
Language | Label | Description | Also known as |
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English | Longevity hedge effectiveness using socioeconomic indices |
scientific article; zbMATH DE number 7804029 |
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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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