Economic pricing of mortality-linked securities in the presence of population basis risk

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<dc:creator>Zhou, Rui</dc:creator>
<dc:creator>Siu Hang, Johnny</dc:creator>
<dc:creator>Seng Tan, Ken</dc:creator>
<dc:date>2012-10-03</dc:date>
<dc:description xml:lang="es">Sumario: Standardised mortality-linked securities are easier to analyse and more conducive to the development of liquidity. However, when a pension plan relies on standardised instruments to hedge its longevity risk exposure, it is inevitably subject to various forms of basis risk.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/134643.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Planes de pensiones</dc:subject>
<dc:subject xml:lang="es">Longevidad</dc:subject>
<dc:subject xml:lang="es">Títulos-valores</dc:subject>
<dc:subject xml:lang="es">Bases técnicas</dc:subject>
<dc:subject xml:lang="es">Población</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Economic pricing of mortality-linked securities in the presence of population basis risk</dc:title>
<dc:relation xml:lang="es">En: Geneva papers on risk and insurance : issues and practice. - Geneva : The Geneva Association, 1976- = ISSN 1018-5895. - 03/10/2011 Tomo 36 Número 4  - 2011 , p. 544-566</dc:relation>
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