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.pdfFile in questo prodotto:
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Millossovich_A methodology for assessing basis risk.pdf
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