Mortality derivatives and the option to annuitise
No abstract is available for this item.
References listed on IDEAS
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- Charles Mullin & Tomas Philipson, 1997.
"The Future of Old-Age Longevity: Competitive Pricing of Morality Contingent Claims,"
University of Chicago - George G. Stigler Center for Study of Economy and State
134, Chicago - Center for Study of Economy and State.
- Charles Mullin & Tomas Philipson, 1997. "The Future of Old-Age Longevity: Competitive Pricing of Mortality Contingent Claims," NBER Working Papers 6042, National Bureau of Economic Research, Inc.
- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005.
"A Theory Of The Term Structure Of Interest Rates,"
World Scientific Book Chapters,in: Theory Of Valuation, chapter 5, pages 129-164
World Scientific Publishing Co. Pte. Ltd..
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
- Hull, John & White, Alan, 1990. "Pricing Interest-Rate-Derivative Securities," Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 573-592.
- Milevsky, Moshe Arye & Posner, Steven E., 1998. "Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(03), pages 409-422, September. Full references (including those not matched with items on IDEAS)
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