Modelling and management of mortality risk: a review

DOI10.1080/03461230802173608zbMath1224.91048OpenAlexW3121942314MaRDI 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 modelscohort effectstochastic mortality modelsmortality-linked securitiesshort-rate modelsmortality swaps

Mathematics Subject Classification ID

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