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pro vyhledávání: '"Ghali El Boukfaoui"'
Publikováno v:
North American Actuarial Journal. 25:S97-S118
This article considers the assessment of longevity basis risk in the context of a general index-based hedge. We develop a detailed framework for measuring the impact of a hedge on regulatory or eco...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eff3f1c66d7f8aceb69aa72254d8ee7d
https://doi.org/10.1080/10920277.2019.1651658
https://doi.org/10.1080/10920277.2019.1651658
