Measuring Basis Risk in Longevity Hedges
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2011.10597616
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1. A Poisson log-bilinear regression approach to the construction of projected lifetables
2. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
3. Modelling and management of mortality risk: a review
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5. Modeling and forecasting US sex differentials in mortality
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