GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS

DOI10.1017/asb.2021.12zbMath1471.91456OpenAlexW3157783170MaRDI QIDQ5152543

Luca Regis, Elisa Luciano, Clemente de Rosa

Publication date: 24 September 2021

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2021.12

zbMATH Keywords

life insurancerisk managementgeographical diversificationlongevity risk modelingmultipopulation mortalitySolvency II capital requirements

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (2)

Stochastic Mortality Models and Pandemic Shocks ⋮ A continuous-time stochastic model for the mortality surface of multiple populations

Cites Work

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