A longevity basis risk analysis in a joint FDM framework
Valeria D'Amato, Mariarosaria Coppola, Susanna Levantesi, Massimiliano Menzietti and Maria Russolillo
| Year of publication: |
2017
|
|---|---|
| Authors: | D'Amato, Valeria ; Coppola, Mariarosaria ; Levantesi, Susanna ; Menzietti, Massimiliano ; Russolillo, Maria |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 18.2017, 1, p. 55-75
|
| Subject: | Basis risk | Functional demographic model | Key q-duration | Mortality volatility | Population forecasting | Q-forward | Sterblichkeit | Mortality | Bevölkerungsprognose | Risiko | Risk | Prognoseverfahren | Forecasting model | Theorie | Theory | Bevölkerungsentwicklung | Demographic development |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-03-2016-0030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011653711