Pages that link to "Item:Q1757605"

The following pages link to Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605):

Displaying 4 items.

• A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)