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The top documents tagged [stochastic mortality]
Economy & Finance
A value at risk framework for longevity risk printversion 0
106 views
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Individual Capital Assessment David King 8 th September 2004 # !@
218 views
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The Pricing of Tranched Longevity Bonds Samuel Wills and Prof. Michael Sherris School of Actuarial Studies Australian School of Business The University
216 views
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Mortality Compression and Longevity Risk
73 views
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The Cairns-Blake-Dowd Model Andrew Cairns Maxwell Institute & Heriot-Watt University David Blake Pensions Institute & Cass Business School Kevin Dowd Nottingham
229 views
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The Pricing of Tranched Longevity Bonds Samuel Wills and Prof. Michael Sherris
42 views
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The Cairns-Blake-Dowd Model
85 views
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1 Mortality Compression and Longevity Risk Jack C. Yue National Chengchi Univ. Sept. 26, 2009
219 views