The Journal of risk and insurance-Número 4 73 2006

Publicación: The Journal of risk and insurance

Número: Número 4 73 2006

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Longevity risk and capital market
Pensions, risks and capital markets
Demographic issues in longevity riks analysis
The political economy of government-issued longevity bonds
Annuitization lessons froma th UK: Money-back annuities and other developments
Longevity bonds : financial engineering, valuation, and hedging
Killing the law of large numbers : mortality risk premiums and the sharpe ratio
A two factor model for stochastic mortality with parameter uncertainty : Theory and calibration
Multivariate exponential tilting and pricing implications for mortality securitization