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Haircut or hedge-trim?

Richard Willet's observation last year on the restatement of population estimates was picked up again recently by the BBC. Amongst the implications of the missing nonagenarians are some potentially interesting consequences for index-based longevity hedges.
Written by: Stephen RichardsTags: Filter information matrix by tag: ONS, Filter information matrix by tag: longevity hedge, Filter information matrix by tag: basis risk, Filter information matrix by tag: S-forward