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Blackburn, Craig's
Scholarly Papers
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Total Downloads
221 |
Total
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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
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09 May 11
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14 Feb 12
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118
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mortality model, longevity risk, multi-factor, affine, arbitrage-free, consistent, Kalman Filter, Swedish Mortality
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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
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15 Feb 12
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Last Revised:
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04 Feb 13
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103
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Mortality risk, Deferred insurance products, European options, Laplace Transforms
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