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Annals of Actuarial Science 2018 / 7

Assessing basis risk in index-based longevity swap transactions

Li, Jackie, Li, Johnny Siu-Hang, Tan, Chong It, Tickle, Leonie
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Language:
english
Journal:
Annals of Actuarial Science
DOI:
10.1017/S1748499518000179
Date:
July, 2018
File:
PDF, 1.41 MB
english, 2018
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