A methodology for assessing basis risk ‐ Abstract of the London Discussion

Bugg B. S. ; Baxter S. D; Villegas; AM; Millossovich; Cairns; A. J. G; Rimmer; S. ; Shaffer; D. A D. A. ; Lu; J. L; Fitzgibbon; R. S. F;Gaches; A. T. G; Bajekal; M. B; Sagoo; P. J. K. S; ; Ashmore; M. A;Jeffery; A. J. F

A methodology for assessing basis risk ‐ Abstract of the London Discussion

Bugg B. S. ; Baxter S. D; Villegas

•

AM; Millossovich; Cairns

•

A. J. G; Rimmer

altro

A. J. F

2015

journal article

Periodico

BRITISH ACTUARIAL JOURNAL

Abstract

This abstract relates to the following paper: IFoA/LLMA (2014) Longevity Basis Risk. A methodology for assessing basis risk by Cass Business School and Hymans Robertson LLP. Available at http://www.actuaries.org.uk/sites/all/files/IFoA LLMA Longevity Basis Risk Report_0.pdf