Mortality-dependent financial risk measures

Dowd, Kevin; Cairns, Andrew J.G.; Blake, David

Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor

Andrew J.G. Cairns

David Blake

Dowd, K., Cairns, A. J., & Blake, D. (2006). Mortality-dependent financial risk measures. Insurance: Mathematics and Economics, 38(3), 427-440. https://doi.org/10.1016/j.insmatheco.2005.11.003

Journal Article Type	Article
Publication Date	2006-06
Deposit Date	Sep 13, 2024
Journal	Insurance: Mathematics and Economics
Print ISSN	0167-6687
Publisher	Elsevier
Peer Reviewed	Peer Reviewed
Volume	38
Issue	3
Pages	427-440
DOI	https://doi.org/10.1016/j.insmatheco.2005.11.003
Public URL	https://durham-repository.worktribe.com/output/2863915

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