Pesquisa de referências

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

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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
24500‎$a‎Economic pricing of mortality-linked securities in the presence of population basis risk‎$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
7001 ‎$0‎MAPA20110029418‎$a‎Siu Hang, Johnny
700  ‎$0‎MAPA20100003206‎$a‎Seng Tan, Ken
7730 ‎$w‎MAP20077100215‎$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