Basis risk in static versus dynamic longevity-risk hedging
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References listed on IDEAS
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More about this item
Keywordslongevity risk; customized vs. indexed hedge; longevity swaps; longevity bonds; rebalancing frequency.;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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