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Volumn 73, Issue 4, 2006, Pages 551-557

Longevity risk and capital markets

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Indexed keywords


EID: 33845391910     PISSN: 00224367     EISSN: 15396975     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2006.00188.x     Document Type: Article
Times cited : (22)

References (16)
  • 2
    • 0242267513 scopus 로고    scopus 로고
    • Reply to '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(2): 349-351.
    • (2003) Journal of Risk and Insurance , vol.70 , Issue.2 , pp. 349-351
    • Blake, D.1
  • 3
    • 33845468987 scopus 로고    scopus 로고
    • Longevity bonds: Financial engineering, valuation, and hedging
    • Blake, D., A. Cairns, K. Dowd, and R. MacMinn, 2006, Longevity Bonds: Financial Engineering, Valuation, and Hedging, Journal of Risk and Insurance, 73(4): 647-672.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 647-672
    • Blake, D.1    Cairns, A.2    Dowd, K.3    MacMinn, R.4
  • 4
    • 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(2): 339-348.
    • (2001) Journal of Risk and Insurance , vol.68 , Issue.2 , pp. 339-348
    • Blake, D.1    Burrows, W.2
  • 5
    • 33845383065 scopus 로고    scopus 로고
    • Annuitization lessons from the UK: Money-back annuities and other developments
    • Boardman, T., 2006, Annuitization Lessons from the UK: Money-Back Annuities and Other Developments, Journal of Risk and Insurance, 73(4): 633-646.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 633-646
    • Boardman, T.1
  • 7
    • 33845385237 scopus 로고    scopus 로고
    • The political economy of government-issued longevity bonds
    • Brown, J. R., and P. R. Orszag, 2006, The Political Economy of Government-Issued Longevity Bonds, Journal of Risk and Insurance, 73(4): 611-631.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 611-631
    • Brown, J.R.1    Orszag, P.R.2
  • 8
    • 33845430480 scopus 로고    scopus 로고
    • A two-factor model for stochastic mortality with parameter uncertainty: Theory and calibration
    • Cairns, A. J. G., D. Blake, and K. Dowd, 2006, A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration, Journal of Risk and Insurance, 73(4): 687-718.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 687-718
    • Cairns, A.J.G.1    Blake, D.2    Dowd, K.3
  • 9
    • 33845451590 scopus 로고    scopus 로고
    • Multivariate exponential tilting and pricing implications for mortality securitization
    • Cox, S. H., Y. Lin, and S. Wang, 2006, Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization, Journal of Risk and Insurance, 73(4): 719-736.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 719-736
    • Cox, S.H.1    Lin, Y.2    Wang, S.3
  • 11
    • 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(2): 339-348.
    • (2003) Journal of Risk and Insurance , vol.70 , Issue.2 , pp. 339-348
    • Dowd, K.1
  • 13
    • 33845430838 scopus 로고    scopus 로고
    • Killing the law of large numbers: Mortality risk premiums and the sharpe ratio
    • Milevsky, M. A., D. Promislow, and V. Young, 2006, Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio, Journal of Risk and Insurance, 73(4): 673-686.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 673-686
    • Milevsky, M.A.1    Promislow, D.2    Young, V.3
  • 14
    • 33845401279 scopus 로고    scopus 로고
    • Demographic issues in longevity risk analysis
    • Stallard, E., 2006, Demographic Issues in Longevity Risk Analysis, Journal of Risk and Insurance, 73(4): 575-609.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 575-609
    • Stallard, E.1
  • 15
    • 33845409261 scopus 로고    scopus 로고
    • Pensions, risks, and capital markets
    • Turner, A., 2006, Pensions, Risks, and Capital Markets, Journal of Risk and Insurance, 73(4): 559-574.
    • (2006) Journal of Risk and Insurance , vol.73 , Issue.4 , pp. 559-574
    • Turner, A.1
  • 16
    • 10444239779 scopus 로고
    • Uncertain lifetime, life insurance, and the theory of the consumer
    • Yaari, M. E., 1965, Uncertain Lifetime, Life Insurance, and the Theory of the Consumer, Review of Economic Studies, 32:137-150.
    • (1965) Review of Economic Studies , vol.32 , pp. 137-150
    • Yaari, M.E.1


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