Longevity risk and capital markets: The 2008-2009 update

被引：8
|
作者：
Blake, David [1 ]
De Waegenaere, Anja [2 ]
MacMinn, Richard [3 ]
Nijman, Theo [2 ]
机构：
[1] City Univ London, Cass Business Sch, Pens Inst, London, England
[2] Netspar & Tilburg Univ, Tilburg, Netherlands
[3] Illinois State Univ, Normal, IL 61761 USA
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2010年 / 46卷 / 01期
关键词：
MORTALITY RISK; VALUATION; SECURITIZATION; LIABILITIES; BONDS;
D O I：
10.1016/j.insmatheco.2009.11.003
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：135 / 138
页数：4
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