A methodology for assessing basis risk ‐ Abstract of the London Discussion. (2nd September 2015)
- Record Type:
- Journal Article
- Title:
- A methodology for assessing basis risk ‐ Abstract of the London Discussion. (2nd September 2015)
- Main Title:
- A methodology for assessing basis risk ‐ Abstract of the London Discussion
- Abstract:
- <abstract abstract-type="normal"> <title> <x content-type="archive" xml:space="preserve">Abstract</x> </title> <p>This abstract relates to the following paper: IFoA/LLMA (2014) Longevity Basis Risk. <italic>A methodology for assessing basis risk by Cass Business School and Hymans Robertson LLP.</italic> Available at <ext-link ext-link-type="uri" xlink:href="http://www.actuaries.org.uk/sites/all/files/IFoA%20LLMA%20Longevity%20Basis%20Risk%20Report_0.pdf" xlink:type="simple" xmlns:xlink="http://www.w3.org/1999/xlink">http://www.actuaries.org.uk/sites/all/files/IFoA%20LLMA%20Longevity%20Basis%20Risk%20Report_0.pdf</ext-link></p> </abstract>
- Is Part Of:
- British actuarial journal. Volume 20:Number 3(2016:Jun.)
- Journal:
- British actuarial journal
- Issue:
- Volume 20:Number 3(2016:Jun.)
- Issue Display:
- Volume 20, Issue 3 (2016)
- Year:
- 2016
- Volume:
- 20
- Issue:
- 3
- Issue Sort Value:
- 2016-0020-0003-0000
- Page Start:
- 461
- Page End:
- 490
- Publication Date:
- 2015-09-02
- Subjects:
- Actuarial science -- Periodicals
Insurance, Life -- Periodicals
Periodicals
Periodicals
368.010941 - Journal URLs:
- http://journals.cambridge.org/action/displayJournal?jid=BAJ ↗
http://www.ingentaconnect.com/content/fia/baj ↗ - DOI:
- 10.1017/S1357321715000197 ↗
- Languages:
- English
- ISSNs:
- 1357-3217
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 4128.xml