Pricing the Risk on Longevity Bonds

Andrew John George Cairns, D. Blake, P. Dawson, K. Dowd

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)509-540
Number of pages32
JournalLife and Pensions
Publication statusPublished - Nov 2004

Cite this

Cairns, A. J. G., Blake, D., Dawson, P., & Dowd, K. (2004). Pricing the Risk on Longevity Bonds. Life and Pensions, 509-540.