Longevity Risk Transfer: Indices and Capital Market Solutions-Reference-Cited by-同舟云学术

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Longevity Risk Transfer: Indices and Capital Market Solutions

Published:2015-09-18 Issue: Volume: Page:261-281
ISSN:
Container-title:The Handbook of Insurance-Linked Securities
language:
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Author:

Coughlan Guy

Publisher

John Wiley & Sons, Inc.

Reference28 articles.

1. Azzopardi , M. 2005 The Longevity Bond First International Conference on Longevity Risk and Capital Markets Solutions

2. Survivor Bonds: Helping to Hedge Mortality Risk;Blake;Journal of Risk and Insurance,2001

3. Living with Mortality: Longevity Bond and Other Mortality linked Securities;Blake;British Actuarial Journal,2006a

4. Longevity Bonds: Financial Engineering, Valuation, and Hedging;Blake;Journal of Risk and Insurance,2006b

5. Pricing Risk on Longevity Bonds;Cairns;Life and Pensions,2005

Cited by 9 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

1. Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?;North American Actuarial Journal;2019-11-21

2. A longevity basis risk analysis in a joint FDM framework;The Journal of Risk Finance;2017-01-16

3. THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK;ASTIN Bulletin;2016-11-09

4. Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization;Journal of Risk and Insurance;2016-09-04

5. The CBD Mortality Indexes: Modeling and Applications;North American Actuarial Journal;2014-01-02

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