Modelling and Managing Basis Risk

Submitted by TheSecretariat on 29th July 2015
Risk Management Tools and Techniques
Basis Risk
Basis Risk

Overview and example of basis risk.

 

To read this paper, please contact the Society at info@actuaries.ie

Source
SOA
Length of Resource
16
Author
Dr. Pin Chung, Vice President, Allianz Investment ManagementDr. Thiemo Krink, Director, Allianz Investment Management
Date Published
Publication Type
paper
Resource Type
academic

ResourceID: 72599

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