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      Mortality derivatives and the option to annuitise

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Insurance: Mathematics and Economics
      Publisher: Elsevier BV

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          An Econometric Model of the Term Structure of Interest-Rate Swap Yields

          Darrell Duffie, KENNETH SINGLETON (1997)
          Article 0 comments Cited 36 times – based on 0 reviews     Review now
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            Bond and Option Pricing when Short Rates are Lognormal

            Fischer Black, Piotr Karasinski (1991)
            Article 0 comments Cited 28 times – based on 0 reviews     Review now
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              Martingale Methods in Financial Modelling

              Marek Musiela, Marek Rutkowski (1997)
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                Author and article information

                Journal
                Title: Insurance: Mathematics and Economics
                Abbreviated Title: Insurance: Mathematics and Economics
                Publisher: Elsevier BV
                ISSN (Print): 01676687
                Publication date Created: December 2001
                Publication date (Print): December 2001
                Volume: 29
                Issue: 3
                Pages: 299-318
                Article
                DOI: 10.1016/S0167-6687(01)00093-2
                SO-VID: 0fd19abc-dd9a-4445-8ba6-84d3b39d696a
                Copyright © © 2001
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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