Longevity hedge effectiveness using socioeconomic indices (Q6152719)

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scientific article; zbMATH DE number 7804029
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    Longevity hedge effectiveness using socioeconomic indices
    scientific article; zbMATH DE number 7804029

      Statements

      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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      Identifiers