Pages that link to "Item:Q2303994"
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The following pages link to On the optimal hedge ratio in index-based longevity risk hedging (Q2303994):
Displaying 7 items.
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
- Key q-duration: a framework for hedging longevity risk (Q2866020) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)