TY - JOUR
T1 - Assessing basis risk for longevity transactions – phase 2 presented by Dr Jackie Li and Dr Chong It Tan, IFoA Longevity Basis Risk Working Group
T2 - Abstract of the London Discussion
AU - Li, Jackie
AU - Tan, Chong It
N1 - 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.
PY - 2018
Y1 - 2018
N2 - 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.
AB - 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.
U2 - 10.1017/S1357321718000235
DO - 10.1017/S1357321718000235
M3 - Meeting abstract
SN - 1357-3217
VL - 23
JO - British Actuarial Journal
JF - British Actuarial Journal
M1 - e25
ER -