A framework for pricing longevity bonds with stochastic mortality and interest rate models with applications to UK defined benefit pension schemes
Author(s)
Curran, Christian
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2013
Date Awarded
2013
Format Extent
348509 bytes
Creator
Curran, Christian
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Actuarial Finance