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Longevity risk and capital markets
被引:27
作者
:
MacMinn, Richard
论文数:
0
引用数:
0
h-index:
0
机构:
Illinois State Univ, Coll Business, Katie Sch, Normal, IL 61790 USA
Illinois State Univ, Coll Business, Katie Sch, Normal, IL 61790 USA
MacMinn, Richard
[
1
]
Brockett, Patrick
论文数:
0
引用数:
0
h-index:
0
机构:
Illinois State Univ, Coll Business, Katie Sch, Normal, IL 61790 USA
Brockett, Patrick
Blake, David
论文数:
0
引用数:
0
h-index:
0
机构:
Illinois State Univ, Coll Business, Katie Sch, Normal, IL 61790 USA
Blake, David
机构
:
[1]
Illinois State Univ, Coll Business, Katie Sch, Normal, IL 61790 USA
[2]
Univ Texas, McCombs Sch Business, Austin, TX 78712 USA
[3]
Cass Business Sch, Pens Inst, London, England
来源
:
JOURNAL OF RISK AND INSURANCE
|
2006年
/ 73卷
/ 04期
关键词
:
D O I
:
10.1111/j.1539-6975.2006.00188.x
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:551 / 557
页数:7
相关论文
共 16 条
[1]
BAUER D, 2006, UNIVERSAL PRICING FR
[2]
Reply to "survivor bonds: A comment on Blake and Burrows"
Blake, D
论文数:
0
引用数:
0
h-index:
0
机构:
Univ London Birkbeck Coll, London WC1E 7HX, England
Univ London Birkbeck Coll, London WC1E 7HX, England
Blake, D
[J].
JOURNAL OF RISK AND INSURANCE,
2003,
70
(02)
: 349
-
351
[3]
Survivor bonds: Helping to hedge mortality risk
Blake, D
论文数:
0
引用数:
0
h-index:
0
机构:
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Blake, D
Burrows, W
论文数:
0
引用数:
0
h-index:
0
机构:
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Burrows, W
[J].
JOURNAL OF RISK AND INSURANCE,
2001,
68
(02)
: 339
-
348
[4]
Longevity bonds: Financial engineering, valuation, and hedging
Blake, David
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
Blake, David
Cairns, Andrew
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
Cairns, Andrew
Dowd, Kevin
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
Dowd, Kevin
MacMinn, Richard
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
MacMinn, Richard
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 647
-
672
[5]
Annuitization lessons from the UK: Money-back annuities and other developments
Boardman, Tom
论文数:
0
引用数:
0
h-index:
0
Boardman, Tom
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
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: 633
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646
[6]
BOND T, 2004, GLOBAL SPECULATIONS
[7]
The political economy of government-issued longevity bonds
Brown, Jeffrey R.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Illinois, Champaign, IL 61820 USA
Brown, Jeffrey R.
Orszag, Peter R.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Illinois, Champaign, IL 61820 USA
Orszag, Peter R.
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 611
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631
[8]
A two-factor model for stochastic mortality with parameter uncertainty: Theory and calibration
Cairns, Andrew J. G.
论文数:
0
引用数:
0
h-index:
0
机构:
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Cairns, Andrew J. G.
Blake, David
论文数:
0
引用数:
0
h-index:
0
机构:
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Blake, David
Dowd, Kevin
论文数:
0
引用数:
0
h-index:
0
机构:
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Dowd, Kevin
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 687
-
718
[9]
Multivariate exponential tilting and pricing implications for mortality securitization
Cox, Samuel H.
论文数:
0
引用数:
0
h-index:
0
机构:
Georgia State Univ, Dept Risk Management & Insurance, Atlanta, GA 30302 USA
Cox, Samuel H.
Lin, Yijia
论文数:
0
引用数:
0
h-index:
0
机构:
Georgia State Univ, Dept Risk Management & Insurance, Atlanta, GA 30302 USA
Lin, Yijia
Wang, Shaun
论文数:
0
引用数:
0
h-index:
0
机构:
Georgia State Univ, Dept Risk Management & Insurance, Atlanta, GA 30302 USA
Wang, Shaun
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 719
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736
[10]
Annuities and individual welfare
Davidoff, T
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Davidoff, T
Brown, JR
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Brown, JR
Diamond, PA
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Diamond, PA
[J].
AMERICAN ECONOMIC REVIEW,
2005,
95
(05)
: 1573
-
1590
←
1
2
→
共 16 条
[1]
BAUER D, 2006, UNIVERSAL PRICING FR
[2]
Reply to "survivor bonds: A comment on Blake and Burrows"
Blake, D
论文数:
0
引用数:
0
h-index:
0
机构:
Univ London Birkbeck Coll, London WC1E 7HX, England
Univ London Birkbeck Coll, London WC1E 7HX, England
Blake, D
[J].
JOURNAL OF RISK AND INSURANCE,
2003,
70
(02)
: 349
-
351
[3]
Survivor bonds: Helping to hedge mortality risk
Blake, D
论文数:
0
引用数:
0
h-index:
0
机构:
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Blake, D
Burrows, W
论文数:
0
引用数:
0
h-index:
0
机构:
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Univ London, Birkbeck Coll, Pens Inst, London WC1E 7HU, England
Burrows, W
[J].
JOURNAL OF RISK AND INSURANCE,
2001,
68
(02)
: 339
-
348
[4]
Longevity bonds: Financial engineering, valuation, and hedging
Blake, David
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
Blake, David
Cairns, Andrew
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
Cairns, Andrew
Dowd, Kevin
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
Dowd, Kevin
MacMinn, Richard
论文数:
0
引用数:
0
h-index:
0
机构:
City Univ London, Cass Business Sch, Pensions Inst, London EC1Y 8TZ, England
MacMinn, Richard
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 647
-
672
[5]
Annuitization lessons from the UK: Money-back annuities and other developments
Boardman, Tom
论文数:
0
引用数:
0
h-index:
0
Boardman, Tom
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 633
-
646
[6]
BOND T, 2004, GLOBAL SPECULATIONS
[7]
The political economy of government-issued longevity bonds
Brown, Jeffrey R.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Illinois, Champaign, IL 61820 USA
Brown, Jeffrey R.
Orszag, Peter R.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Illinois, Champaign, IL 61820 USA
Orszag, Peter R.
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 611
-
631
[8]
A two-factor model for stochastic mortality with parameter uncertainty: Theory and calibration
Cairns, Andrew J. G.
论文数:
0
引用数:
0
h-index:
0
机构:
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Cairns, Andrew J. G.
Blake, David
论文数:
0
引用数:
0
h-index:
0
机构:
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Blake, David
Dowd, Kevin
论文数:
0
引用数:
0
h-index:
0
机构:
Heriot Watt Univ, Maxwell Inst Math Sci, Edinburgh EH14 4AS, Midlothian, Scotland
Dowd, Kevin
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 687
-
718
[9]
Multivariate exponential tilting and pricing implications for mortality securitization
Cox, Samuel H.
论文数:
0
引用数:
0
h-index:
0
机构:
Georgia State Univ, Dept Risk Management & Insurance, Atlanta, GA 30302 USA
Cox, Samuel H.
Lin, Yijia
论文数:
0
引用数:
0
h-index:
0
机构:
Georgia State Univ, Dept Risk Management & Insurance, Atlanta, GA 30302 USA
Lin, Yijia
Wang, Shaun
论文数:
0
引用数:
0
h-index:
0
机构:
Georgia State Univ, Dept Risk Management & Insurance, Atlanta, GA 30302 USA
Wang, Shaun
[J].
JOURNAL OF RISK AND INSURANCE,
2006,
73
(04)
: 719
-
736
[10]
Annuities and individual welfare
Davidoff, T
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Davidoff, T
Brown, JR
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Brown, JR
Diamond, PA
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Calif Berkeley, Haas Sch Business, Berkeley, CA 94720 USA
Diamond, PA
[J].
AMERICAN ECONOMIC REVIEW,
2005,
95
(05)
: 1573
-
1590
←
1
2
→