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Longevity Risk and Capital Markets: The 2019-20 Update

Blake, D. ORCID: 0000-0002-2453-2090 & Cairns, A. J. G. (2021). Longevity Risk and Capital Markets: The 2019-20 Update. Insurance: Mathematics and Economics, 99, pp. 395-439. doi: 10.1016/j.insmatheco.2021.04.001


This Special Issue of Insurance: Mathematics and Economics contains 16 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 15: The Fifteenth International Longevity Risk and Capital Markets Solutions Conference that was held in Washington DC on 12-13 September 2019. It was hosted by the Pensions Institute at City, University of London.

Publication Type: Article
Additional Information: © 2021. This manuscript version is made available under the CC-BY-NC-ND 4.0 license
Publisher Keywords: Longevity risk, Capital markets, Insurance/Reinsurance, Pension risk transfer, Buy-outs, Buy-ins, Stochastic mortality models
Subjects: H Social Sciences > HG Finance
Departments: Bayes Business School > Finance
SWORD Depositor:
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Text - Accepted Version
Available under License Creative Commons Attribution Non-commercial No Derivatives.

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