P. Dawson
Survivor Derivatives: A Consistent Pricing Framework.
Dawson, P.; Dowd, K.; Cairns, A.J.G.; Blake, D.
Citation
Dawson, P., Dowd, K., Cairns, A., & Blake, D. (2010). Survivor Derivatives: A Consistent Pricing Framework. Journal of Risk and Insurance, 77(3), 579-596. https://doi.org/10.1111/j.1539-6975.2010.01356.x
Journal Article Type | Article |
---|---|
Publication Date | 2010 |
Deposit Date | Aug 14, 2013 |
Journal | Journal of Risk and Insurance |
Print ISSN | 0022-4367 |
Electronic ISSN | 1539-6975 |
Publisher | Wiley |
Peer Reviewed | Peer Reviewed |
Volume | 77 |
Issue | 3 |
Pages | 579-596 |
DOI | https://doi.org/10.1111/j.1539-6975.2010.01356.x |
Public URL | https://durham-repository.worktribe.com/output/1451928 |
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