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Longevity risk and capital markets : the 2015-16 update

Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173

Persistent link: https://www.econbiz.de/10011825252

Longevity risk and capital markets : the 2015-16 update

Blake, David; El Karoui, Nicole; MacMinn, Richard D.; … - 2017

Persistent link: https://www.econbiz.de/10011912030

Longevity Bonds: Financial Engineering, Valuation, and Hedging

Blake, David; Cairns, Andrew; Dowd, Kevin; Macminn, Richard - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 647-672

Persistent link: https://www.econbiz.de/10007383168

Longevity Risk and Capital Markets

Macminn, Richard; Brockett, Patrick; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 551-558

Persistent link: https://www.econbiz.de/10007383173

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

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