A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES

Publisher: Cambridge University Press

E-ISSN: 1783-1350|47|3|631-679

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.47, Iss.3, 2017-08, pp. : 631-679

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Abstract