Longevity Risk and Capital Markets: The 2010-2011 Update

被引：6
|
作者：
Blake, David [1 ]
Courbage, Christophe [2 ]
MacMinn, Richard [3 ]
Sherris, Michael [4 ]
机构：
[1] City Univ London, Pens Inst, Cass Business Sch, London EC1Y 8TZ, England
[2] Geneva Assoc, CH-1208 Geneva, Switzerland
[3] Illinois State Univ, Coll Business, Katie Sch Insurance, Normal, IL 61790 USA
[4] Univ New S Wales, Australian Sch Business, Sydney, NSW 2052, Australia
来源：
GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE | 2011年 / 36卷 / 04期
关键词：
STOCHASTIC MORTALITY MODELS; LEE-CARTER MODEL; SURVIVOR BONDS; LIFE; SECURITIZATION; DERIVATIVES; VALUATION;
D O I：
10.1057/gpp.2011.27
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：489 / 500
页数：12
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