Measuring Basis Risk in Longevity Hedges

North American Actuarial Journal 2011 / 04 Vol. 15; Iss. 2

Measuring Basis Risk in Longevity Hedges

Li, Johnny Siu-Hang, Hardy, Mary R.
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Volume:
15
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2011.10597616
Date:
April, 2011
File:
PDF, 1.16 MB
english, 2011
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