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Longevity Bonds: Financial Engineering, Valuation, and Hedging

Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, Richard

Authors

David Blake

Andrew Cairns

Richard MacMinn



Citation

Blake, D., Cairns, A., Dowd, K., & MacMinn, R. (2006). Longevity Bonds: Financial Engineering, Valuation, and Hedging. Journal of Risk and Insurance, 73(4), 647-672. https://doi.org/10.1111/j.1539-6975.2006.00193.x

Journal Article Type Article
Online Publication Date Nov 29, 2006
Publication Date 2006-12
Deposit Date Sep 13, 2024
Journal Journal of Risk and Insurance
Print ISSN 0022-4367
Electronic ISSN 1539-6975
Publisher Wiley
Peer Reviewed Peer Reviewed
Volume 73
Issue 4
Pages 647-672
DOI https://doi.org/10.1111/j.1539-6975.2006.00193.x
Public URL https://durham-repository.worktribe.com/output/2863885