Browsing University of Waterloo by Subject "Longevity Risk Management"
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A Study on Longevity Risk Hedging in the Presence of Population Basis Risk
(University of Waterloo, 2015-09-29)Longevity risk refers to uncertainty surrounding the trend in human life expectancy. Standardized hedging instruments that are linked to broad-based mortality indexes can be used to offload longevity risk from pension plans ...