Modelling and management of mortality risk: A review

Scandinavian Actuarial Journal

Volumn , Issue 2-3, 2008, Pages 79-113

  Cairns, Andrew J G ^a   Blake, David ^b   Dowd, Kevin ^c  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

^b CITY UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Cohort effect; Market models; Mortality swaps; Mortality linked securities; Q forwards; SCOR market model; Short rate models; Stochastic mortality models

Indexed keywords

EID: 54849423411     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230802173608     Document Type: Article

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