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~subject:"Mortality"
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Mortality
Insurance-Linked Securities
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Bauer, Daniel
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of alternative investments
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Valuations of mortality-linked structured products
Yueh, Meng-Lan
;
Chiu, Hsin-Yu
;
Tsai, Shou-Hsun
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 66-87
Persistent link: https://www.econbiz.de/10011687336
Saved in:
2
The risk of a mortality catastrophe
Bauer, Daniel
;
Kramer, Florian
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011691650
Saved in:
3
The fundamentals of longevity risk
Nakada, Peter
;
Breaux, Chris
;
Honarkhah, Mehrdad
; …
- In:
The journal of alternative investments
17
(
2014/15
)
1
,
pp. 55-78
Persistent link: https://www.econbiz.de/10010402270
Saved in:
4
Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Wang, Chou-wen
;
Yang, Sharon S.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
4
,
pp. 1027-1056
Persistent link: https://www.econbiz.de/10010235570
Saved in:
5
Pricing mortality securities with correlated mortality indexes
Lin, Yijia
;
Liu, Sheen
;
Yu, Jifeng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
4
,
pp. 921-948
Persistent link: https://www.econbiz.de/10010235582
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6
Pricing standardized mortality securitizations : a two-population model with transitory jump effects
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 733-774
Persistent link: https://www.econbiz.de/10010127205
Saved in:
7
Informed intermediation of longevity exposures
Blake, David
;
Biffis, Enrico
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 559-584
Persistent link: https://www.econbiz.de/10010127213
Saved in:
8
Longevity risk from the perspective of the ILS markets
Lane, Morton
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 501-515
Persistent link: https://www.econbiz.de/10009503514
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