The cost of counterparty risk and collateralization in longevity swaps
Enrico Biffis, David Blake, Lorenzo Pitotti and Ariel Sun
| Year of publication: |
2011
|
|---|---|
| Authors: | Biffis, Enrico ; Blake, David ; Pitotti, Lorenzo ; Sun, Ariel |
| Publisher: |
London : Pensions Inst., Cass Business School, City Univ. |
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Swap | Kreditsicherung | Collateral | Sterblichkeit | Mortality | Kreditderivat | Credit derivative | Risikomanagement | Risk management |
| Extent: | Online-Ressource (PDF-Datei: 43 S., 385 KB) graph. Darst. |
|---|---|
| Series: | Discussion paper / The Pensions Institute, Cass Business School, City University. - London : [Verlag nicht ermittelbar], ISSN 1367-580X, ZDB-ID 2160655-9. - Vol. 1107 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009536147