Measuring Basis Risk in Longevity Hedges

North American Actuarial Journal

Volumn 15, Issue 2, 2011, Pages 177-200

  Li, Johnny Siu Hang ^a   Hardy, Mary R ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80155205289     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2011.10597616     Document Type: Article

References (35)

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