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

See all articles by David P. Blake

David P. Blake

City, University of London

Christophe Courbage

Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO)

Richard D. MacMinn

National Chengchi University; The University of Texas

Michael Sherris

UNSW Business School

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

Blake, David P. and Courbage, Christophe and 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: https://ssrn.com/abstract=1964636 or http://dx.doi.org/10.2139/ssrn.1964636

David P. Blake (Contact Author)

City, University of London ( email )

106 Bunhill Row
London, EC1Y 8TZX
Great Britain
+44 (0) 20-7040-8600 (Phone)
+44 (0) 20-7040-8881 (Fax)

HOME PAGE: http://www.pensions-institute.org/

Christophe Courbage

Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO) ( email )

Geneva
Switzerland

Richard D. MacMinn

National Chengchi University ( email )

Taipei
Taiwan

The University of Texas ( email )

2317 Speedway
Austin, TX Texas 78712
United States

Michael Sherris

UNSW Business School ( email )

Sydney, NSW 2052
Australia

Do you have negative results from your research you’d like to share?

Paper statistics

Downloads
129
Abstract Views
899
Rank
397,421
PlumX Metrics