On systematic mortality risk and risk-minimization with survivor swaps

By M. Dahl, Martin Melchior, Thomas Møller. 2008

111 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, General Health Professions

View Paper: https://www.semanticscholar.org/paper/1bc318ef3ce0275f865b411c71068d1208f2a334

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Andrew J. G. Cairns
2. Kevin Dowd
3. David P. Blake
4. Guy D. Coughlan
5. Elena Vigna
6. Johnny Siu-Hang Li
7. Mary R. Hardy
8. Andrew Ngai

In Economics and Econometrics

1. Andrew J. G. Cairns
2. Kevin Dowd
3. David P. Blake
4. H. Booth
5. L. Tickle

In General Health Professions

1. Andrew J. G. Cairns
2. Kevin Dowd
3. David P. Blake
4. Guy D. Coughlan
5. Johnny Siu-Hang Li
6. Mary R. Hardy
7. Elena Vigna
8. Andrew Ngai

Citations in the corpus

• Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging (2011, methodology): “For further discussion of multipopulation modelling, see Cairns et al. (2011a,b), Dowd et al. (2011a,b), Dahl et al. (2008), Li and Lee (2005), Plat (2009), Jarner and Kryger (2011), Li and Hardy (2011).”
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009, background): “…financial instruments (Blake and Burrows 2001; Blake, Cairns, and Dowd 2006; Blake et al. 2006; Dowd et al. 2006; Dawson et al. 2007), for pricing such instruments (Cairns, Blake, and Dowd 2006a,b), and for using these instruments for hedging (Dahl and Møller 2006; Dahl, Melchior, and Møller 2008).”