Article
The Quantification of Basis Risk in Synthetic Longevity Transactions
Chris Madsen, Martijn Tans, Balazs Toth and Ing Tai Ching
Special Issues Fall 2014, 2014 (1) 38-45
Chris Madsen
is the chief excutive officer of Aegon Blue Square Re in The Hague, The Netherlands.
Martijn Tans
is a manager of underwriting risk, capital management, and policies at Aegon NV in The Hague, The Netherlands.
Balazs Toth
is an actuary at Aegon Blue Square Re in The Hague, The Netherlands.
Ing Tai Ching
is an actuary at Aegon Blue Square Re in The Hague, The Netherlands.
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The Quantification of Basis Risk in Synthetic Longevity Transactions
Chris Madsen, Martijn Tans, Balazs Toth, Ing Tai Ching
Special Issues Sep 2014, 2014 (1) 38-45;
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