Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness

Guy D. Coughlan, Marwa Khalaf-Allah, Yijing Ye, Sumit Kumar, Andrew John George Cairns, D Blake, K Dowd

Research output: Contribution to journalArticle

66 Citations (Scopus)
Original languageEnglish
Pages (from-to)150-176
JournalNorth American Actuarial Journal
Volume15
Issue number2
Publication statusPublished - Sep 2011

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