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 / D, Villegas, B.B.S., Baxter S., Millossovich, P., G, Rimmer, A.J., , Shaffer, S., , Lu, D.A.D.A., L, Fitzgibbon, J., F, gaches, R.S., G, Bajekal, A.T., B, Sagoo, M., P. J. K., S., Ashmore, ., et al.. - In: BRITISH ACTUARIAL JOURNAL. - ISSN 1357-3217. - STAMPA. - 20:3(2015), pp. 461-490. [10.1017/S1357321715000197]
A methodology for assessing basis risk ‐ Abstract of the London Discussion
AM; Millossovich; Cairns;
2015-01-01
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| File | Dimensione | Formato | |
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Millossovich_A methodology for assessing basis risk.pdf
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