Basis risk in static versus dynamic longevity-risk hedging (Q4575469)
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scientific article; zbMATH DE number 6903664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Basis risk in static versus dynamic longevity-risk hedging |
scientific article; zbMATH DE number 6903664 |
Statements
Basis risk in static versus dynamic longevity-risk hedging (English)
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13 July 2018
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longevity risk
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customized vs. indexed hedge
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longevity swaps
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longevity bonds
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rebalancing frequency
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