Modelling longevity bonds: analysing the Swiss Re Kortis bond

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Publication:492630

DOI10.1016/j.insmatheco.2015.03.017zbMath1348.91150OpenAlexW1968865178MaRDI QIDQ492630

Andrew Hunt, David Blake

Publication date: 20 August 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/11958/36/wp1504.pdf



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