A methodology for assessing basis risk ‐ Abstract of the London Discussion

This abstract relates to the following paper: IFoA/LLMA (2014) Longevity Basis Risk. A methodology for assessing basis risk by Cass Business School and Hymans Robertson LLP. Available at http://www.actuaries.org.uk/sites/all/files/IFoA LLMA Longevity Basis Risk Report_0.pdf



Titolo: A methodology for assessing basis risk ‐ Abstract of the London Discussion
Autori: 
MILLOSSOVICH, PIETRO
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Data di pubblicazione: 2015
Data ahead of print: 2-set-2015
Stato di pubblicazione: Pubblicato
Rivista: 
BRITISH ACTUARIAL JOURNAL  
Abstract: This abstract relates to the following paper: IFoA/LLMA (2014) Longevity Basis Risk. A methodology for assessing basis risk by Cass Business School and Hymans Robertson LLP. Available at http://www.actuaries.org.uk/sites/all/files/IFoA LLMA Longevity Basis Risk Report_0.pdf
Handle: http://hdl.handle.net/11368/2926372
Digital Object Identifier (DOI): http://dx.doi.org/10.1017/S1357321715000197
URL: https://doi.org/10.1017/S1357321715000197
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/3E221713A2348CB4C70A72FCD5438E28/S1357321715000197a.pdf/methodology_for_assessing_basis_risk_abstract_of_the_london_discussion.pdf
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