Towards a large and liquid longevity market : a graphical population basis risk metric
Wai-Sum Chan, Johnny S.-H. Li, Kenneth Q. Zhou and Rui Zhou
| Year of publication: |
January 2016
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|---|---|
| Authors: | Chan, Wai-Sum ; Li, Johnny Siu-Hang ; Zhou, Kenneth Q. ; Zhou, Rui |
| Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 1018-5895, ZDB-ID 196109-3. - Vol. 41.2016, 1, p. 118-127
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| Subject: | basis risk | longevity risk | prediction regions | Sterblichkeit | Mortality | Risikomodell | Risk model | Risiko | Risk | Hedging | Theorie | Theory | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model |