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Mortality-dependent financial risk measures

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Author Info
Dowd, Kevin
Cairns, Andrew J.G.
Blake, David

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V8N-4HYN506-1/2/53c392c87b9987f507cf19992734c160
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Publisher Info
Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 38 (2006)
Issue (Month): 3 (June)
Pages: 427-440
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Handle: RePEc:eee:insuma:v:38:y:2006:i:3:p:427-440

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. Katja Hanewald & Thomas Post & Helmut Gründl, 2009. "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency," SFB 649 Discussion Papers SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  2. Bauer, Daniel & Weber, Frederik, 2007. "Assessing Investment and Longevity Risks within Immediate Annuities," Discussion Papers in Business Administration 1982, University of Munich, Munich School of Management. [Downloadable!]
  3. Leora Friedberg & Anthony Webb, 2006. "Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," NBER Working Papers 11984, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.

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