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Survivor bonds: a comment on Blake and Burrows
Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 70 (2003) 2, pp. 339-348
Persistent link: https://www.econbiz.de/10001768801
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Reply to "Survivor bonds: a comment on Blake and Burrows"
Blake, David - In: The journal of risk and insurance : the journal of the … 70 (2003) 2, pp. 349-351
Persistent link: https://www.econbiz.de/10001768803
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Survivor derivatives : a consistent pricing framework
Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 579-596
Persistent link: https://www.econbiz.de/10008650419
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The new life market
Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 501-557
Persistent link: https://www.econbiz.de/10010127214
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After VAR : the theory, estimation, and insurance applications of quantile-based risk measures
Dowd, Kevin; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 2, pp. 193-229
Persistent link: https://www.econbiz.de/10003335256
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Survivor swaps
Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003302387
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Longevity bonds : financial engineering, valuation, and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 647-672
Persistent link: https://www.econbiz.de/10003402082
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A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew; Blake, David; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 687-718
Persistent link: https://www.econbiz.de/10003402086
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After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures
Dowd, Kevin; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 2, pp. 193-230
Persistent link: https://www.econbiz.de/10007261616
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Survivor Bonds: A Comment on Blake and Burrows
Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 70 (2003) 2, pp. 339-348
Persistent link: https://www.econbiz.de/10006169883