Optimal Longevity Risk Transfer and Investment Strategies

DOI10.1080/10920277.2019.1692617zbMath1465.91093OpenAlexW2753306787MaRDI QIDQ4987089

Yijia Lin, Sheen Liu, S. H. jun. Cox

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1692617

zbMATH Keywords

longevity riskreinsurancepension schemeslongevity securities

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (2)

Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers ⋮ Longevity risk and capital markets: the 2019--20 update

Cites Work

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