Leonie Tickle

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

111

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Assessing Basis Risk for Longevity Transactions

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 143 Posted: 28 Nov 2017
Jackie Ka Ki Li, Leonie Tickle and Chong It Tan
Nanyang Business School, Nanyang Technological University, Macquarie University and Macquarie University
Downloads 77 (569,725)

Abstract:

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longevity risk, longevity basis risk, index-based hedging, longevity swap, hedge effectiveness

2.

Multi-Population Heat Wave Mortality Models for Longevity Risk Pricing and Hedging

Number of pages: 56 Posted: 28 Jun 2023
Sixian Tang, Jackie Li and Leonie Tickle
Monash University, Monash University and Macquarie University
Downloads 34 (819,769)

Abstract:

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life expectancy, mortality modelling, longevity risk premium, longevity hedging