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

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

AM; Millossovich; Cairns;
2015

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
2-set-2015
Pubblicato
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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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2926372
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