Economic pricing of mortality-linked securities in the presence of population basis risk
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110065515 | ||
| 003 | MAP | ||
| 005 | 20111121112839.0 | ||
| 008 | 111110e20121003esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20110028855$aZhou, Rui | ||
| 245 | 0 | 0 | $aEconomic pricing of mortality-linked securities in the presence of population basis risk$cRui Zhou, Johnny Siu-Hang Li, Ken Seng Tan |
| 520 | $aStandardised 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. | ||
| 650 | 1 | $0MAPA20080592455$aPlanes de pensiones | |
| 650 | 1 | $0MAPA20080555016$aLongevidad | |
| 650 | 1 | $0MAPA20080574154$aTítulos-valores | |
| 650 | 1 | $0MAPA20080568092$aBases técnicas | |
| 650 | 1 | $0MAPA20080552183$aPoblación | |
| 700 | 1 | $0MAPA20110029418$aSiu Hang, Johnny | |
| 700 | $0MAPA20100003206$aSeng Tan, Ken | ||
| 773 | 0 | $wMAP20077100215$tGeneva papers on risk and insurance : issues and practice$dGeneva : The Geneva Association, 1976-$x1018-5895$g03/10/2011 Tomo 36 Número 4 - 2011 , p. 544-566 |