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Cairns, A. J. G., Dowd, K., Blake, D. and Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986
Blake, D., Cairns, A.J.G., Coughlan, G. D., Dowd, K. and MacMinn, R. (2013). The New Life Market. Journal of Risk and Insurance, 80(3), pp. 501-558. doi: 10.1111/j.1539-6975.2012.01514.x
Coughlan, G. D., Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Cairns, A. J. G. and Dowd, K. (2013).
Longevity Risk and Hedging Solutions.
In: Dionne, G. (Ed.),
Handbook of Insurance.
(pp. 997-1035). New York, USA: Springer Science & Business Media.
ISBN 978-1-4614-0154-4