A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255)

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A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
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    A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (English)
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    6 July 2021
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    hedging longevity risk
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    hedge effectiveness
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    capital efficiency
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    solvency regimes
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    population basis risk
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