Basis risk modelling: a cointegration-based approach
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Publication:5276179
DOI10.1080/02331888.2016.1259806zbMath1369.62285OpenAlexW2205117154MaRDI QIDQ5276179
Publication date: 14 July 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2016.1259806
robustnesstime seriescointegrationlongevity riskbasis riskmultivariate approachnational and insured mortality rates
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)
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