Reference health

Securitizing and Tranching Longevity Exposures

https://doi.org/10.2139/ssrn.1261264
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30/30 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 30 checked references that resolve
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The Market for "Lemons": Quality Uncertainty and the Market Mechanism
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Chapter Three. Pricing, Hedging, And Designing Derivatives With Risk Measures
resolves10.2139/ssrn.2024255
Risk and Valuation of Mortality Contingent Catastrophe Bonds
resolves10.2307/2678106
Survivor Bonds: Helping to Hedge Mortality Risk
resolves10.1017/s1357321700004736
Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities
resolves10.1111/j.1539-6975.2006.00193.x
<scp>Longevity Bonds: Financial Engineering, Valuation, and Hedging</scp>
resolves10.2202/2153-3792.1027
The Birth of the Life Market
resolves10.1007/978-1-4684-9477-8
Point Processes and Queues
resolves10.2139/ssrn.1340353
Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models
resolves10.1080/10920277.2009.10597538
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
resolves10.2202/2153-3792.1030
Hedging Pension Longevity Risk: Practical Capital Markets Solutions
resolves10.1111/j.1539-6975.2005.00121.x
<scp>Securitization of Life Insurance Assets and Liabilities</scp>
resolves10.1016/j.jet.2005.10.002
Optimal risk sharing with background risk
resolves10.1093/rfs/hhi008
The Pooling and Tranching of Securities: A Model of Informed Intermediation
resolves10.1111/1468-0262.00004
A Liquidity-based Model of Security Design
resolves10.1111/j.1539-6975.2006.00163.x
<scp>Survivor Swaps</scp>
resolves10.1016/j.insmatheco.2010.06.006
Evaluating the goodness of fit of stochastic mortality models
resolves10.2139/ssrn.1396201
Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts
resolves10.1006/jeth.1995.1001
Financial Market Innovation and Security Design: An Introduction
resolves10.2307/j.ctvcm4j15
Economic and Financial Decisions under Risk
resolves10.2307/2297953
A Walrasian Theory of Markets with Adverse Selection
resolves10.1016/j.insmatheco.2008.05.010
Quadratic stochastic intensity and prospective mortality tables
resolves10.1016/0022-0531(90)90066-s
Limited liability and incentive contracting with ex-ante action choices
resolves10.2307/3556181
Uniform stochastic ordering and related inequalities
resolves10.2307/1913560
Incentive Compatibility in Signaling Games with a Continuum of Types
resolves10.1002/9781118266281.ch9
Life Settlement Securitization
resolves10.1016/0022-0531(70)90038-4
Increasing risk: I. A definition
resolves10.1007/978-1-4612-4250-5
Theory of Statistics
resolves10.1017/s0021900200046854
Uniform conditional stochastic order
resolves10.1017/s0021900200037219
Multivariate monotone likelihood ratio and uniform conditional stochastic order
The 9 references without a DOI — listed, not checked
no DOI — not checkedref9
no DOI — not checkedref13
no DOI — not checkedref17
no DOI — not checkedref20
no DOI — not checkedref31
no DOI — not checkedInsurance-linked securities: An emerging class of financial instruments
no DOI — not checkedLongevity: A market in the making
no DOI — not checkedref38
no DOI — not checkedref41
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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