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Longevity Risk and Capital Markets: The 2007-2008 Update

MacMinn, Richard; Wang, Jennifer; Blake, David - In: Asia-Pacific Journal of Risk and Insurance 3 (2008) 1

Persistent link: https://www.econbiz.de/10014585448

Longevity Risk and Capital Markets: The 2010–2011 Update

Blake, David; Courbage, Christophe; MacMinn, Richard; … - In: The Geneva Papers on Risk and Insurance - Issues and … 36 (2011) 4, pp. 489-500

Persistent link: https://www.econbiz.de/10009351299

Longevity risks and capital markets: The 2010-2011 update

Blake, David; Courbage, Christophe; MacMinn, Richard; … - Volkswirtschaftliche Fakultät, … - 2011

This Special Issue of Geneva Papers on Risk and Insurance - Issues and Practice contains 10 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Six: The Sixth International Longevity Risk and...

Persistent link: https://www.econbiz.de/10009367971

The New Life Market

Blake, David; Cairns, Andrew; Coughlan, Guy; Dowd, Kevin; … - In: Journal of Risk & Insurance 80 (2013) 3, pp. 501-558

Persistent link: https://www.econbiz.de/10010722466

Longevity Risk and Capital Markets: The 2011–2012 Update

Blake, David; MacMinn, Richard; Maurer, Raimond - In: Journal of Risk & Insurance 80 (2013) 3, pp. 495-500

Persistent link: https://www.econbiz.de/10010722468

An elementary approach to discrete models of dividend strategies

Blake, David; De Waegenaere, Anja; MacMinn, Richard; … - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 109-117

Persistent link: https://www.econbiz.de/10008378690

Longevity Risk and Capital Markets: The 2011–2012 Update

Blake, David; MacMinn, Richard; Maurer, Raimond - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 495-500

Persistent link: https://www.econbiz.de/10010171186

The New Life Market

Blake, David; Cairns, Andrew; Coughlan, Guy; Dowd, Kevin; … - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 501-558

Persistent link: https://www.econbiz.de/10010171187

Editorial : Longevity Risk and Capital Markets ; The 2010-2011 Update

Blake, David; Courbage, Christophe; MacMinn, Richard; … - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 489-500

Persistent link: https://www.econbiz.de/10009798307

Longevity Bonds: Financial Engineering, Valuation, and Hedging

Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, Richard - In: Journal of Risk & Insurance 73 (2006) 4, pp. 647-672

This article examines the main characteristics of longevity bonds (LBs) and shows that they can take a large variety of forms which can vary enormously in their sensitivities to longevity shocks. We examine different ways of financially engineering LBs and consider problems arising from the...

Persistent link: https://www.econbiz.de/10005284881