Modelling and management of mortality risk: a review

DOI10.1080/03461230802173608zbMath1224.91048MaRDI QIDQ3077713

Kevin Dowd, Andrew J. G. Cairns, David Blake

Publication date: 22 February 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230802173608

zbMATH Keywords

market models; cohort effect; stochastic mortality models; mortality-linked securities; short-rate models; mortality swaps

Mathematics Subject Classification ID

91B70: Stochastic models in economics

91G20: Derivative securities (option pricing, hedging, etc.)

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