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

doi:10.1017/S1357321718000235

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

Econometrics & Business Statistics

Research output: Contribution to journal › Meeting Abstract › peer-review

Original language	English
Article number	e25
Number of pages	20
Journal	British Actuarial Journal
Volume	23
DOIs	https://doi.org/10.1017/S1357321718000235
Publication status	Published - 2018

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10.1017/S1357321718000235Licence: CC BY

390067919-oaFinal published version, 557 KBLicence: CC BY

Cite this

@article{47be944d80d1468a84ed7987103a5e5f,

title = "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",

author = "Jackie Li and Tan, {Chong It}",

year = "2018",

doi = "10.1017/S1357321718000235",

language = "English",

volume = "23",

journal = "British Actuarial Journal",

issn = "1357-3217",

publisher = "Cambridge University Press",

}

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

PY - 2018

Y1 - 2018

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 -