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Pricing European options on deferred annuities
Ziveyi, Jonathan
;
Blackburn, Craig
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 300-311
Persistent link: https://www.econbiz.de/10009736104
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Consistent dynamic affine mortality models for longevity risk applications
Blackburn, Craig
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 64-73
Persistent link: https://www.econbiz.de/10009785421
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