mortality models to analyse its payoff and discuss the key risk factors for the bond. We also investigate how the design of the …A key contribution to the development of the traded market for longevity risk was the issuance of the Kortis bond, the … world's first longevity trend bond, by Swiss Re in 2010. We analyse the design of the Kortis bond, develop suitable …

This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield … exchange rate and inflation, rather than the U.S. 10-Year sovereign bond yield, are the key drivers of Nigeria 10-Year bond …

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions … of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under … the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort …