The thesis provide a financial analysis on longevity swap and longevity bond in the Italian context, and explore the combined use of these two instruments for hedging longevity risk.
Managing longevity risk through a combined strategy of longevity swap and longevity bond A practical application of the hedging technique to an Italian portfolio
MASUT, ALESSANDRA
2024/2025
Abstract
The thesis provide a financial analysis on longevity swap and longevity bond in the Italian context, and explore the combined use of these two instruments for hedging longevity risk.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
Master_Thesis_Masut_caricamento.pdf
accesso aperto
Dimensione
1.87 MB
Formato
Adobe PDF
|
1.87 MB | Adobe PDF | Visualizza/Apri |
I documenti in UNITESI sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/26225