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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 34236 | 35738 | 35743
Number of items: 3.

34236

Cairns, Andrew and Dowd, Kevin and Blake, David and Coughlan, Guy (2011): Longevity hedge effectiveness: a decomposition.

35738

Dowd, Kevin and Cairns, Andrew and Blake, David and Coughlan, Guy and Khalaf-Allah, Marwa (2011): A gravity model of mortality rates for two related populations. Published in: North American Actuarial Journal , Vol. 15, No. 2 (2011)

35743

Coughlan, Guy and Khalaf-Allah, Marwa and Ye, Yijing and Kumar, Sumit and Cairns, Andrew and Blake, David and Dowd, Kevin (2011): Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness. Published in: North American Actuarial Journal , Vol. 15, No. 2 (2011): pp. 150-176.

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