Author:
Dahl Mikkel,Melchior Martin,Møller Thomas
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference17 articles.
1. Affine processes for dynamic mortality and actuarial valuations
2. The fair value of guaranteed annuity options
3. Blake , D. Cairns , A. & Dowd , K. 2006 . Living with mortality: longevity bonds and other mortality-linked securities . Discussed at the Faculty of Actuaries on 16 January 2006 and at the Institute of Actuaries on 27 February 2006 .
4. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
5. Securitization of Life Insurance Assets and Liabilities
Cited by
78 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献