Catastrophic mortality bonds: analysing basis risk and hedge effectiveness

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	45-62
Journal	Australian Journal of Actuarial Practice
Volume	1
Issue number	2014
Publication status	Published - 2014

Cite this

@article{6516cd4fdc8b493bb71b7f0f00566e14,

title = "Catastrophic mortality bonds: analysing basis risk and hedge effectiveness",

author = "Alex Huynh and Bridget Browne and Aaron Bruhn",

year = "2014",

language = "English",

volume = "1",

pages = "45--62",

journal = "Australian Journal of Actuarial Practice",

publisher = "Institute of Actuaries of Australia",

number = "2014",

}