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Longevity Risk and Capital Markets: The 2007-2008 Update

Author

Listed:
  • MacMinn Richard

    (Illinois State University)

  • Wang Jennifer

    (National Cheng-chi University, Taiwan)

  • Blake David

    (City University, London)

Abstract

No abstract is available for this item.

Suggested Citation

  • MacMinn Richard & Wang Jennifer & Blake David, 2008. "Longevity Risk and Capital Markets: The 2007-2008 Update," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-6, September.
    • Handle: RePEc:bpj:apjrin:v:3:y:2008:i:1:n:1
    DOI: 10.2202/2153-3792.1026
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    References listed on IDEAS

    as
    1. Andrew J. G. Cairns & David Blake & Kevin Dowd, 2006. "A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(4), pages 687-718, December.
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    Cited by:

    1. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2016. "Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities," Risks, MDPI, vol. 4(2), pages 1-18, May.

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