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Survivor Derivatives: A Consistent Pricing Framework.

Dawson, P.; Dowd, K.; Cairns, A.J.G.; Blake, D.

Authors

P. Dawson

A.J.G. Cairns

D. Blake



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