Year: 2014
Type: report
Abstract: This technical report details the methodology developed on behalf of the LBRWG to assess longevity basis risk. A user-guide which provides a high level summary of this report has also been produced. Together these documents form the key outputs of the first phase of a longevity basis risk project commissioned and funded by the IFoA and the LLMA, and undertaken on our behalf by Cass Business School and Hymans Robertson LLP.
Authors: Pietro Millossovich, Steven Haberman, Vladimir K. Kaishev, Suzanne Domel Baxter, Andrew Gaches, S. Gunnlaugsson, M. Sison
Language: English
Subfield: Demography
Field: Social Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2605059879