Longevity bonds: Financial engineering, valuation, and hedging

Journal of Risk and Insurance

Volumn 73, Issue 4, 2006, Pages 647-672

  Blake, David ^a,b,c,d   Cairns, Andrew ^a,b,c,d   Dowd, Kevin ^a,b,c,d   MacMinn, Richard ^a,b,c,d  

^a CITY UNIVERSITY   (United Kingdom)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^d ILLINOIS STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33845468987     PISSN: 00224367     EISSN: 15396975     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2006.00193.x     Document Type: Article

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