Longevity Risk and Capital Markets: The 2018-19 Update

60 Pages Posted: 7 Jul 2020

See all articles by David P. Blake

David P. Blake

City, University of London

Andrew J. G. Cairns

Heriot-Watt University - Department of Actuarial Science & Statistics

Date Written: June 11, 2020

Abstract

This Special Issue of the Annals of Actuarial Science contains 12 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 14: The Fourteenth International Longevity Risk and Capital Markets Solutions Conference that was held in Amsterdam on 20-21 September 2018. It was hosted by the Pensions Institute at Cass Business School and the Netspar Network for Studies on Pensions, Ageing and Retirement.

JEL Classification: G22

Suggested Citation

Blake, David P. and Cairns, Andrew J. G., Longevity Risk and Capital Markets: The 2018-19 Update (June 11, 2020). Available at SSRN: https://ssrn.com/abstract=3625017 or http://dx.doi.org/10.2139/ssrn.3625017

David P. Blake (Contact Author)

City, University of London ( email )

106 Bunhill Row
London, EC1Y 8TZX
Great Britain
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HOME PAGE: http://www.pensions-institute.org/

Andrew J. G. Cairns

Heriot-Watt University - Department of Actuarial Science & Statistics ( email )

Edinburgh, Scotland EH14 4AS
United Kingdom

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