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.
Cairns, Andrew John George ; Blake, D. ; Dawson, P. ; Dowd, K. / Pricing the Risk on Longevity Bonds. In: Life and Pensions. 2004 ; pp. 509-540.
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Cairns, AJG, Blake, D, Dawson, P & Dowd, K 2004, 'Pricing the Risk on Longevity Bonds', Life and Pensions, pp. 509-540.

Pricing the Risk on Longevity Bonds. / Cairns, Andrew John George; Blake, D.; Dawson, P.; Dowd, K.

In: Life and Pensions, 11.2004, p. 509-540.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Pricing the Risk on Longevity Bonds

AU - Cairns, Andrew John George

AU - Blake, D.

AU - Dawson, P.

AU - Dowd, K.

PY - 2004/11

Y1 - 2004/11

M3 - Article

SP - 509

EP - 540

JO - Life and Pensions

JF - Life and Pensions

SN - 1748-9024

ER -

Cairns AJG, Blake D, Dawson P, Dowd K. Pricing the Risk on Longevity Bonds. Life and Pensions. 2004 Nov;509-540.