Catastrophic mortality bonds: analysing basis risk and hedge effectiveness

Citation

Huynh, A, Browne, B & Bruhn, A 2014, 'Catastrophic mortality bonds: analysing basis risk and hedge effectiveness', Australian Journal of Actuarial Practice, vol. 1, no. 2014, pp. 45-62.

Year

2014

ANU Authors

Field of Research

  • Insurance Studies

Updated:  19 April 2024 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers