Pricing and hedging of longevity basis risk through securitisation

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Zeddouk, Fadoua, and Pierre Devolder. “Pricing and Hedging of Longevity Basis Risk through Securitisation”. ASTIN Bulletin, vol. 54, no. 1, 2023, pp. 159-84, https://doi.org/10.1017/asb.2023.37.
Zeddouk, F., & Devolder, P. (2023). Pricing and hedging of longevity basis risk through securitisation. ASTIN Bulletin, 54(1), 159-184. https://doi.org/10.1017/asb.2023.37
Zeddouk, Fadoua, and Pierre Devolder. “Pricing and Hedging of Longevity Basis Risk through Securitisation”. ASTIN Bulletin 54, no. 1 (2023): 159-84. https://doi.org/10.1017/asb.2023.37.
Zeddouk F, Devolder P. Pricing and hedging of longevity basis risk through securitisation. ASTIN Bulletin. 2023;54(1):159-84.
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Refrences
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