Basis risk in static versus dynamic longevity-risk hedging (Q4575469)
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scientific article; zbMATH DE number 6903664
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| default for all languages | No label defined |
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| English | Basis risk in static versus dynamic longevity-risk hedging |
scientific article; zbMATH DE number 6903664 |
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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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0.8790717124938965
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0.8776990175247192
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0.8663516640663147
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0.8623948097229004
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