The Cost of Counterparty Risk and Collateralization in Longevity Swaps
Biffis, Enrico, Blake, David, Pitotti, Lorenzo, Sun, ArielLanguage:
english
Journal:
Journal of Risk and Insurance
DOI:
10.1111/jori.12055
Date:
January, 2015
File:
PDF, 474 KB
english, 2015