Keywords: Longevity swaps
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Journal Articles
Journal of Risk Finance (2020) 21 (3): 253–269.
Published: 02 July 2020
... a natural way of immunizing the associated portfolios. The authors further show how to address the current liquidity challenges in the longevity market by devising longevity swaps and develop pricing and hedging algorithms for longevity-linked securities. The use of a cointergrating relationship improves...

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