Basis risk in static versus dynamic longevity-risk hedging
Clemente De Rosa, Elisa Luciano and Luca Regis
| Year of publication: |
February-June 2017
|
|---|---|
| Authors: | De Rosa, Clemente ; Luciano, Elisa ; Regis, Luca |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 4, p. 343-365
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| Subject: | Longevity risk | customized vs. indexed hedge | longevity swaps | longevity bonds | rebalancing frequency | Sterblichkeit | Mortality | Hedging | Risikomodell | Risk model | Risikomanagement | Risk management | Risiko | Risk | Lebensversicherung | Life insurance | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2015.1134636 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772167