Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference41 articles.
1. Barbarin, J., 2007. A note on the literature on the Heath–Jarrow–Morton methodology for longevity bonds. Working Paper. Université Catholique de Louvain.
2. Heath–Jarrow–Morton modelling of longevity bonds and the risk minimization of life insurance portfolios;Barbarin;Insurance: Mathematics and Economics,2008
3. Bauer, D., 2006. An arbitrage-free family of longevity bonds. Working Paper. University of Ulm.
4. On the pricing of longevity-linked securities;Bauer;Insurance: Mathematics and Economics,2010
5. Affine processes for dynamic mortality and actuarial valuations;Biffis;Insurance: Mathematics and Economics,2005
Cited by
27 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