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
Abstract
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 http://creativecommons.org/licenses/by-nc-nd/4.0/ |
| 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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Official URL: https://doi.org/10.1016/j.insmatheco.2021.04.001
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