Blake, D., El Karoui, N., Loisel, S. & MacMinn, R. (2018). Longevity Risk and Capital Markets: The 2015-16 Update. Insurance: Mathematics and Economics, 78, pp. 157-173. doi: 10.1016/j.insmatheco.2017.10.002
| Publication Type: | Article |
|---|---|
| Additional Information: | © 2017, Elsevier. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ |
| Publisher Keywords: | Longevity risk, Capital markets, Buy-outs, Buy-ins, Longevity swaps, Stochastic mortality models |
| Departments: | Bayes Business School > Finance |
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