Mortality-Linked Securities and Derivatives

The Market for "Lemons": Quality Uncertainty and the Market Mechanism

George A. Akerlof · The Quarterly Journal of Economics · 1970 · 22.6K citations

Social Sciences, Economics, Microeconomics +8

A Liquidity-based Model of Security Design

Peter M. DeMarzo, Darrell Duffie · Econometrica · 1999 · 765 citations

Business, Finance, Financial Management +17

A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

Andrew J. G. Cairns, David Blake, Kevin Dowd et al. · North American Actuarial Journal · 2009 · 694 citations · Full text

Public Health, Biostatistics, Demography +15

Survivor Bonds: Helping to Hedge Mortality Risk

David Blake, William Burrows · Journal of Risk & Insurance · 2001 · 366 citations

Business, Insurance, Public Finance +17

Affine processes for dynamic mortality and actuarial valuations

Enrico Biffis · Insurance Mathematics and Economics · 2005 · 354 citations

Business, Economics, Actuarial Science +13