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Blackburn, Craig

 

University of New South Wales (UNSW) - School of Actuarial Studies


 Sydney, NSW 2052
 Australia
 email address

 Research Fellow
 

ARC Centre of Excellence in Population Ageing Research (CEPAR)


 Level 6, Central Lobby (enter via East Lobby)
 Australian School of Business Building
 Sydney, New South Wales NSW 2052
 Australia
 email address

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. Blackburn, Craig's Scholarly Papers Click on the title of any column to sort the table by that column.
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389
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1.  
Pricing European Options on Deferred Annuities | Show Abstract | Download This Paper |
UNSW Australian School of Business Research Paper No. AIPAR 2012/1
Number of Pages in PDF File: 39
Ziveyi, Jonathan
Univesity of New South Wales - School of Risk and Actuarial Studies
Blackburn, Craig
University of New South Wales (UNSW) - School of Actuarial Studies
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
15 Feb 12
Last Revised:
04 Feb 13
158
(118,931)
 

2.  
Consistent Dynamic Affine Mortality Models for Longevity Risk Applications | Show Abstract | Download This Paper |
UNSW Australian School of Business Research Paper No. 2011ACTL08
Number of Pages in PDF File: 20
Blackburn, Craig
University of New South Wales (UNSW) - School of Actuarial Studies
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
09 May 11
Last Revised:
14 Feb 12
151
(123,704)
 

3.  
Life Insurer Longevity Risk Management, Solvency and Shareholder Value | Show Abstract | Download This Paper |
UNSW Australian School of Business Research Paper No. 2013ACTL20
Number of Pages in PDF File: 34
Blackburn, Craig
University of New South Wales (UNSW) - School of Actuarial Studies
Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Olivieri, Annamaria
University of Parma - Dipartimento di Economia
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
26 Nov 13
Last Revised:
02 Dec 13
80
(196,616)
 


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