Longevity Risks and Capital Markets: The 2010-2011 Update
Pension Institute Discussion Paper No. PI-1113
14 Pages Posted: 1 Dec 2011 Last revised: 24 Jun 2020
Date Written: September 25, 2011
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.
Suggested Citation: Suggested Citation
Do you have negative results from your research you’d like to share?
Recommended Papers
-
Securitization of Catastrophe Mortality Risks
By Yijia Lin and Samuel H. Cox
-
Mortality Derivatives and the Option to Annuitize
By Moshe A. Milevsky and David Promislow
-
Affine Processes for Dynamic Mortality and Actuarial Valuations
-
By Andrew J. G. Cairns, David P. Blake, ...
-
Natural Hedging of Life and Annuity Mortality Risks
By Samuel H. Cox and Yijia Lin
-
Modelling and Management of Mortality Risk: A Review
By Andrew J. G. Cairns, David P. Blake, ...
-
Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models
By Andrew J. G. Cairns, David P. Blake, ...