Editorial: Longevity risk and capital markets: the 2013--14 update

DOI10.1016/j.insmatheco.2015.03.015zbMath1321.00138OpenAlexW3124898712MaRDI QIDQ492624

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Publication date: 20 August 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.015

Mathematics Subject Classification ID

Related Items (6)

Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration ⋮ LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS ⋮ Model-independent price bounds for catastrophic mortality bonds ⋮ Regime-switching pure jump processes and applications in the valuation of mortality-linked products ⋮ It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk ⋮ An Analysis of Period and Cohort Mortality Shocks in International Data

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