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: | |
Data di pubblicazione: | 2015 |
Data ahead of print: | 2-set-2015 |
Stato di pubblicazione: | Pubblicato |
Rivista: | |
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 |
Appare nelle tipologie: | 1.1 Articolo in Rivista |
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