Modelling and management of mortality risk: a review
From MaRDI portal
Publication:3077713
DOI10.1080/03461230802173608zbMath1224.91048MaRDI QIDQ3077713
Andrew J. G. Cairns, David Blake, Kevin Dowd
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
market models; cohort effect; stochastic mortality models; mortality-linked securities; short-rate models; mortality swaps
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