Author:
Biffis Enrico,Blake David
Subject
Economics and Econometrics,Finance,Accounting
Reference24 articles.
1. Securitizing and Tranching Longevity Exposures;Biffis;Insurance: Mathematics and Economics,2010a
2. Biffis , E. D. Blake L. Pitotti A. Sun 2012 The Cost of Counterparty Risk and Collateralization in Longevity Swaps, Tech. rep http://ssrn.com/abstract=1801826
3. Blake , D. E. Biffis 2012 How to Start a Capital Market in Longevity Risk Transfers, Tech. rep., Pensions Institute http://pensions-institute.org/workingpapers/wp1207.pdf
4. Survivor Bonds: Helping to Hedge Mortality Risk;Blake;Journal of Risk and Insurance,2001
Cited by
30 articles.
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