Narrow search
Showing 1 - 6 of 6
Cover Image
Stochastic portfolio specific mortality and the quantification of mortality basis risk
Platt, Richard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769993
Cover Image
Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006
Persistent link: https://www.econbiz.de/10003329677
Cover Image
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011449869
Cover Image
Pricing risk on longevity bonds
Cairns, Andrew; Blake, David; Dawson, Paul; Dowd, Kevin - 2005
Persistent link: https://www.econbiz.de/10003226507
Cover Image
Key q-duration : a framework for hedging longevity risk
Li, Johnny Siu-Hang; Luo, Ancheng - 2011
Persistent link: https://www.econbiz.de/10009536145
Cover Image
Still living with mortality : the longevity risk transfer market after one decade
Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018
Persistent link: https://www.econbiz.de/10011912097