On the pricing of longevity-linked securities

By Daniel Bauer, M. Börger, Jochen Russ. 2010

140 citations recorded by the source corpus.

Subfields: Accounting, Demography, General Health Professions

View Paper: https://www.semanticscholar.org/paper/f3d11a3586ba76e3a7f91cb72bf0cbd90101a12c

Citations in the corpus

• Multi-population mortality models: A factor copula approach (2015, unknown): “Hua Chen, Richard MacMinn and Tao Sun Pricing and Hedging Pricing methodologies Arbitrage free pricing (Cairns et al. 2006b, Bauer et al. 2010).”