Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers
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Publication:5742656
DOI10.1080/10920277.2013.872552zbMath1412.91031OpenAlexW2030954230MaRDI QIDQ5742656
Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/17526/1/wp1207.pdf
Related Items (13)
Hedging longevity risk in defined contribution pension schemes ⋮ Modeling the Risk in Mortality Projections ⋮ Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables ⋮ Longevity hedge effectiveness using socioeconomic indices ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Valuation of longevity-linked life annuities ⋮ The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy ⋮ DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Longevity risk, cost of capital and hedging for life insurers under Solvency II ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update
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