Longevity Hedging 101: A Framework for Longevity Basis Risk Analysis and Hedge Effectiveness

North American Actuarial Journal

Volumn 15, Issue 2, 2011, Pages 150-176

  Coughlan, Guy D ^a   Khalaf Allah, Marwa ^a   Ye, Yijing ^a   Kumar, Sumit ^a   Cairns, Andrew J G ^b   Blake, David ^c   Dowd, Kevin ^c  

^a Pension Advisory Group   (United Kingdom)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

^c CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80155171023     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2011.10597615     Document Type: Article

References (30)

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