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Displaying 1 - 2 of 2
Application of Relational Models in Mortality Immunization
Author: Liang, Xinying
Date created: 2015-07-29
HEDGING HEALTHCARE LIABILITIES USING A MEDICAL CPI WEIGHTED PORTFOLIO OF HEALTHCARE STOCKS
MSc in Finance Project-Simon Fraser University.
Author: Rahimi, Khashayar Noroozzadeh, Author: Mahendra, Yashojjwal
Date created: 2019-12

Date created

Resource type

  • Graduating extended essay / Research project (1)
  • Thesis (1)

Collection

  • Beedie School of Business: Segal Graduate School Final Projects (1)
  • Statistics and Actuarial Science Theses (1)

Scholarly level

  • Graduate student (Masters) (2)

Author

  • Liang, Xinying (1)
  • Mahendra, Yashojjwal (1)
  • Rahimi, Khashayar Noroozzadeh (1)

Thesis Advisor

  • Tsai, Cary (1)

Peer reviewed?

  • No (1)

Keywords

  • (-) Hedge (2)
  • Adaptive expectation (1)
  • Factor model (1)
  • Liabilities (1)
  • Longevity risk (1)
  • Mortality immunization (1)
  • Mortality risk (1)
  • Portfolio (1)
  • Regression analysis (1)
  • Relational model (1)
  • health care (1)

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