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Volumn 73, Issue 1, 2006, Pages 1-17

Survivor swaps

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Indexed keywords


EID: 33644695601     PISSN: 00224367     EISSN: 15396975     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2006.00163.x     Document Type: Review
Times cited : (142)

References (18)
  • 1
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    • Securitization
    • P. Newman, M. Milgate, and J. Eatwell eds., (London: Macmillan Press)
    • Berlin, M., 1992, Securitization, in: P. Newman, M. Milgate, and J. Eatwell eds., The New Palgrave Dictionary of Money and Finance, vol. 3 (London: Macmillan Press), 433-435.
    • (1992) The New Palgrave Dictionary of Money and Finance , vol.3 , pp. 433-435
    • Berlin, M.1
  • 2
    • 0039738114 scopus 로고    scopus 로고
    • Survivor bonds: Helping to hedge mortality risk
    • Blake, D., and W. Burrows, 2001, Survivor Bonds: Helping to Hedge Mortality Risk, Journal of Risk and Insurance, 68: 339-348.
    • (2001) Journal of Risk and Insurance , vol.68 , pp. 339-348
    • Blake, D.1    Burrows, W.2
  • 3
    • 0242267513 scopus 로고    scopus 로고
    • Survivor bonds: A comment on blake and burrows
    • Blake, D., 2003, Reply to 'Survivor Bonds: A Comment on Blake and Burrows,' Journal of Risk and Insurance, 70: 349-351.
    • (2003) Journal of Risk and Insurance , vol.70 , pp. 349-351
    • Blake, D.1
  • 5
    • 33845429030 scopus 로고    scopus 로고
    • Pricing death: Frameworks for the valuation and securitization of mortality risk
    • forthcoming
    • Cairns, A. J. G., D. Blake, and K. Dowd, 2005, Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk. ASTIN Bulletin, forthcoming.
    • (2005) ASTIN Bulletin
    • Cairns, A.J.G.1    Blake, D.2    Dowd, K.3
  • 6
    • 0039738110 scopus 로고    scopus 로고
    • Mortality swaps and tax arbitrage in the canadian insurance and annuity markets
    • Charupat, N., and M. A. Milevsky, 2001, Mortality Swaps and Tax Arbitrage in the Canadian Insurance and Annuity Markets, Journal of Risk and Insurance, 68: 277-302.
    • (2001) Journal of Risk and Insurance , vol.68 , pp. 277-302
    • Charupat, N.1    Milevsky, M.A.2
  • 8
    • 33644685471 scopus 로고    scopus 로고
    • Mimeo, Cass Business School
    • Dawson, P., 2002, Mortality Swaps, Mimeo, Cass Business School.
    • (2002) Mortality Swaps
    • Dawson, P.1
  • 9
    • 0242267516 scopus 로고    scopus 로고
    • Survivor bonds: A comment on blake and burrows
    • Dowd, K., 2003, Survivor Bonds: A Comment on Blake and Burrows, Journal of Risk and Insurance, 70:339-348.
    • (2003) Journal of Risk and Insurance , vol.70 , pp. 339-348
    • Dowd, K.1
  • 13
    • 20744442319 scopus 로고    scopus 로고
    • Securitization of mortality risks in life annuities
    • Lin, Y., and S. H. Cox, 2004, Securitization of Mortality Risks in Life Annuities, Journal of Risk and Insurance, 72: 227-252.
    • (2004) Journal of Risk and Insurance , vol.72 , pp. 227-252
    • Lin, Y.1    Cox, S.H.2
  • 17
    • 0039973870 scopus 로고    scopus 로고
    • A class of distortion operations for pricing financial and insurance risks
    • Wang, S., 2000, A Class of Distortion Operations for Pricing Financial and Insurance Risks, Journal of Risk and Insurance, 67:15-36.
    • (2000) Journal of Risk and Insurance , vol.67 , pp. 15-36
    • Wang, S.1
  • 18
    • 85011467050 scopus 로고    scopus 로고
    • A universal framework for pricing financial and insurance risks
    • Wang, S., 2002, A Universal Framework for Pricing Financial and Insurance Risks, ASTIN Bulletin, 32: 213-234.
    • (2002) ASTIN Bulletin , vol.32 , pp. 213-234
    • Wang, S.1


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