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 | Prof. David Blake, PhD.Tel.: 020 7631 6410 Mail: dblake@econ.bbk.ac.uk |
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Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk- A two-factor model for stochastic mortality with parameter uncertainty
- Pricing Frameworks for Securitization of Mortality Risk
- Pricing the Risk on Longevity Bonds
- Living with mortality: longevity Bonds and other mortality-linked securities
- Longevity Bonds: Financial Engineering, Valuation and Hedging
- A quantitative comparison of stochastic mortality models using data from England & Wales and the United States