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Longevity bonds : financial engineering, valuation and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - 2006
Persistent link: https://www.econbiz.de/10003359215
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Taking the long view
Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009
Persistent link: https://www.econbiz.de/10003839482
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Pricing risk on longevity bonds
Cairns, Andrew; Blake, David; Dawson, Paul; Dowd, Kevin - 2005
Persistent link: https://www.econbiz.de/10003226507
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Longevity bonds : financial engineering, valuation, and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 647-672
Persistent link: https://www.econbiz.de/10003402082
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Longevity hedge effectiveness : a decomposition
Cairns, Andrew; Dowd, Kevin; Blake, David; Coughlan, Guy D. - 2011
Persistent link: https://www.econbiz.de/10009536148
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Hedging annuity risks with the age-period-cohort two-population gravity model
Dowd, Kevin; Cairns, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S170-S181
Persistent link: https://www.econbiz.de/10012440434
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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
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Modeling and management of longevity risk
Cairns, Andrew - In: Recreating sustainable retirement : resilience, …, (pp. 71-88). 2014
Persistent link: https://www.econbiz.de/10010458573
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Longevity hedging : a framework for longevity basis risk analysis and hedge effectiveness
Coughlan, Guy D.; Khalaf-Allah, Marwa; Ye, Yijing; … - 2010
Persistent link: https://www.econbiz.de/10008664059
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Robust hedging of longevity risk
Cairns, Andrew - 2012
Persistent link: https://www.econbiz.de/10009573349