The toll for Charon's boat in the face of longevity risk: An examination of Basis risk in Longevity bonds.

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The toll for Charon's boat in the face of longevity risk: An examination of Basis risk in Longevity bonds.

This paper will address the increasingly important topic of Longevity Risk. By providing an overview of the literature concerning the explanations behind the increasing human lifespan, as well as its implications on the public and private sectors, the paper outlines the solutions proposed to deal wi...

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Bibliographic Details
Main Author:	Tsikkouris, Antonis
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	longevity risk basis risk longevity bonds
Online Access:	https://eprints.nottingham.ac.uk/21137/

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