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Longevity Hedging 101: A Framework for the Longevity Basis Risk Analysis and Hedge Effectiveness.

Coughlan, G.D.; Khalaf-Allah, M.; Ye, Y.; Kumar, S.; Cairns, A.J.G.; Blake, D.; Dowd, K.

Authors

G.D. Coughlan

M. Khalaf-Allah

Y. Ye

S. Kumar

A.J.G. Cairns

D. Blake



Citation

Coughlan, G., Khalaf-Allah, M., Ye, Y., Kumar, S., Cairns, A., Blake, D., & Dowd, K. (2011). Longevity Hedging 101: A Framework for the Longevity Basis Risk Analysis and Hedge Effectiveness. North American Actuarial Journal, 15(2), 150-176. https://doi.org/10.1080/10920277.2011.10597615

Journal Article Type Article
Publication Date 2011
Deposit Date Aug 14, 2013
Journal North American Actuarial Journal
Print ISSN 1092-0277
Electronic ISSN 2325-0453
Publisher Taylor and Francis Group
Volume 15
Issue 2
Pages 150-176
DOI https://doi.org/10.1080/10920277.2011.10597615
Public URL https://durham-repository.worktribe.com/output/1479736


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