A longevity basis risk analysis in a joint FDM framework

The Journal of Risk Finance 2017 / 01 Vol. 18; Iss. 1

A longevity basis risk analysis in a joint FDM framework

D’Amato, Valeria, Coppola, Mariarosaria, Levantesi, Susanna, Menzietti, Massimiliano, Russolillo, Maria
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Volume:
18
Language:
english
Journal:
The Journal of Risk Finance
DOI:
10.1108/JRF-03-2016-0030
Date:
January, 2017
File:
PDF, 978 KB
english, 2017
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