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