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Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers.

Authors :
Cairns, Andrew J. G.
El Boukfaoui, Ghali
Source :
North American Actuarial Journal; 2021 Supplement, Vol. 25, pS97-S118, 22p
Publication Year :
2021

Details

Language :
English
ISSN :
10920277
Volume :
25
Database :
Complementary Index
Journal :
North American Actuarial Journal
Publication Type :
Academic Journal
Accession number :
148980767
Full Text :
https://doi.org/10.1080/10920277.2019.1651658