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subject:"Hedging"
type_genre:"Working Paper"
~subject:"Derivative"
~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Still living with mortality : the longevity risk transfer market after one decade
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
Kessler, Amy
-
2018
Persistent link: https://www.econbiz.de/10011912097
Saved in:
2
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew
;
Blake, David
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2016
Persistent link: https://www.econbiz.de/10011449869
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3
Key q-duration : a framework for hedging longevity risk
Li, Johnny Siu-Hang
;
Luo, Ancheng
-
2011
Persistent link: https://www.econbiz.de/10009536145
Saved in:
4
Pricing risk on longevity bonds
Cairns, Andrew
;
Blake, David
;
Dawson, Paul
;
Dowd, Kevin
-
2005
Persistent link: https://www.econbiz.de/10003226507
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