Abstract

 


 



Longevity Risks and Capital Markets: The 2010-2011 Update


David P. Blake


City University London - Cass Business School - The Pensions Institute

Christophe Courbage


Geneva Association - Health and Ageing Research Program

Richard D. MacMinn


Illinois State University

Michael Sherris


University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies

September 25, 2011

Pension Institute Discussion Paper No. PI-1113

Abstract:     
This Special Issue of Geneva Papers on Risk and Insurance - Issues and Practice contains 10 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Six: The Sixth International Longevity Risk and Capital Markets Solutions Conference that was held in Sydney on 9-10 September 2010. It was hosted by the Australian Institute for Population Ageing Research, the Australian School of Business and the University of New South Wales. It was sponsored by PricewaterhouseCoopers, Australian Prudential Regulation Authority (APRA), Coventry Capital, Swiss Re, and Institute of Actuaries of Australia.

Number of Pages in PDF File: 14

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Date posted: December 1, 2011  

Suggested Citation

Blake, David P., Courbage, Christophe, MacMinn, Richard D. and Sherris, Michael, Longevity Risks and Capital Markets: The 2010-2011 Update (September 25, 2011). Pension Institute Discussion Paper No. PI-1113. Available at SSRN: http://ssrn.com/abstract=1964636 or http://dx.doi.org/10.2139/ssrn.1964636

Contact Information

David P. Blake (Contact Author)
City University London - Cass Business School - The Pensions Institute ( email )
London, EC2Y 8HB
Great Britain
+44 (0) 20-7040-5143 (Phone)
+44 (0) 20-7040-8881 (Fax)
Christophe Courbage
Geneva Association - Health and Ageing Research Program ( email )
Route de Malagnou, 53
CH-1208 Geneva
Switzerland
Richard D. MacMinn
Illinois State University ( email )
Normal, IL 61790
United States
Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies ( email )
Australian School of Business
Quadrangle Building
Sydney, NSW 2052
Australia
+61 2 9385 2333 (Phone)
+61 2 9385 1883 (Fax)
HOME PAGE: http://www.asb.unsw.edu.au/schools/Pages/MichaelSherris.aspx

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