The Cost of Counterparty Risk and Collateralization in Longevity Swaps
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Elsevier BV
Reference52 articles.
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2. Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach;Insurance: Mathematics and Economics;2015-07
3. Longevity risk, cost of capital and hedging for life insurers under Solvency II;Insurance: Mathematics and Economics;2014-03
4. Bibliography;Counterparty Credit Risk, Collateral and Funding;2013-08-28
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