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Year of publication
Subject
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Anleihe 2 Bond 2 Cohort analysis 2 Cohort effects 2 Cointegration 2 Estimation 2 General procedure 2 Kohortenanalyse 2 Kointegration 2 Kortis bond 2 Mortality 2 Mortality modelling 2 Public bond 2 Schweiz 2 Schätzung 2 Sterblichkeit 2 Switzerland 2 Theorie 2 Theory 2 Öffentliche Anleihe 2 Age/period/cohort models 1 age/period/cohort models 1
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Blake, David 2 Hunt, Andrew 2
Published in...
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Discussion paper / The Pensions Institute, Cass Business School, City University 1 Insurance 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011318350
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Cover Image
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew; Blake, David - In: Insurance 63 (2015), pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
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