Assessing basis risk for longevity transactions – phase 2 presented by Dr Jackie Li and Dr Chong It Tan, IFoA Longevity Basis Risk Working Group: Abstract of the London Discussion

Jackie Li, Chong It Tan

Research output: Contribution to journalMeeting abstract

70 Downloads (Pure)

Abstract

This abstract relates to the following paper: Li, J., Li, J. S. H., Tan, C. I. and Tickle, L. (2018) Assessing basis risk in index-based longevity swap transactions. Annals of Actuarial Science. Cambridge University Press, doi: 10.1017/S1748499518000179.
Original languageEnglish
Article numbere25
Number of pages20
JournalBritish Actuarial Journal
Volume23
DOIs
Publication statusPublished - 2018

Bibliographical note

Version archived for private and non-commercial use with the permission of the author/s and according to publisher conditions. For further rights please contact the publisher.

Fingerprint

Dive into the research topics of 'Assessing basis risk for longevity transactions – phase 2 presented by Dr Jackie Li and Dr Chong It Tan, IFoA Longevity Basis Risk Working Group: Abstract of the London Discussion'. Together they form a unique fingerprint.

Cite this