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~subject:"Hedging"
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Longevity hedge effectiveness : a decomposition
Cairns, Andrew
;
Dowd, Kevin
;
Blake, David
;
Coughlan, Guy D.
-
2011
Persistent link: https://www.econbiz.de/10009536148
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2
Longevity hedging : a framework for longevity basis risk analysis and hedge effectiveness
Coughlan, Guy D.
;
Khalaf-Allah, Marwa
;
Ye, Yijing
; …
-
2010
Persistent link: https://www.econbiz.de/10008664059
Saved in:
3
Lifemetrics : managing longevity risk through capital market solutions
Coughlan, Guy D.
;
Popielas, Dirk
- In:
Convergence of capital and insurance markets
,
(pp. 373-413)
.
2009
Persistent link: https://www.econbiz.de/10003896375
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