Catastrophic mortality bonds: analysing basis risk and hedge effectiveness

Huynh, Alex; Browne, Bridget; Bruhn, Aaron

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Catastrophic mortality bonds: analysing basis risk and hedge effectiveness

Date

2014

Authors

Huynh, Alex

Browne, Bridget

Bruhn, Aaron

Publisher

Institute of Actuaries of Australia

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http://hdl.handle.net/1885/26899

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Open Access Research

Source

Australian Journal of Actuarial Practice

Type

Journal article

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2037-12-31

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Cultural advice

Catastrophic mortality bonds: analysing basis risk and hedge effectiveness

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