A longevity basis risk analysis in a joint FDM framework
Year of publication: |
2017
|
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Authors: | D'Amato, Valeria ; Coppola, Mariarosaria ; Levantesi, Susanna ; Menzietti, Massimiliano ; Russolillo, Maria |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 18.2017, 1, p. 55-75
|
Subject: | Basis risk | Functional demographic model | Key q-duration | Mortality volatility | Population forecasting | Q-forward | Sterblichkeit | Mortality | Bevölkerungsprognose | Prognoseverfahren | Forecasting model | Risiko | Risk | Volatilität | Volatility | Bevölkerungsentwicklung | Demographic development | Risikomanagement | Risk management | Hedging |
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