Longevity risk and capital markets: the 2019--20 update

DOI10.1016/j.insmatheco.2021.04.001OpenAlexW3148705516MaRDI QIDQ2038265

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Publication date: 6 July 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.04.001

zbMATH Keywords

longevity risk capital markets stochastic mortality models buy-ins buy-outs insurance/reinsurance pension risk transfer

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Population dynamics (general) (92D25)

Related Items (3)

Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process ⋮ Multi-population mortality modeling with Lévy processes ⋮ Pricing extreme mortality risk in the wake of the COVID-19 pandemic

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