Longevity risk and capital markets: the 2019--20 update
type: Item
instance of: scholarly article
title: Longevity risk and capital markets: the 2019--20 update
published in: Insurance Mathematics \& Economics
publication date: 2021-07-06T00:00:00Z
Mathematics Subject Classification ID: 00B25
Mathematics Subject Classification ID: 92D25
zbMATH DE Number: 7368206
zbMATH Keywords: longevity risk
zbMATH Keywords: capital markets
zbMATH Keywords: insurance/reinsurance
zbMATH Keywords: pension risk transfer
zbMATH Keywords: buy-outs
zbMATH Keywords: buy-ins
zbMATH Keywords: stochastic mortality models
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.04.001
OpenAlex ID: W3148705516
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Longevity risk and capital markets: the 2019--20 update (cites work)
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Longevity risk and capital markets: the 2019--20 update (cites work)
cites work: Mean reversion in stochastic mortality: why and how?

Longevity risk and capital markets: the 2019--20 update (cites work)
cites work: Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk

Longevity risk and capital markets: the 2019--20 update (cites work)
cites work: Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?

Longevity risk and capital markets: the 2019--20 update (cites work)
cites work: MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS

Longevity risk and capital markets: the 2019--20 update (cites work)
cites work: Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II

Longevity risk and capital markets: the 2019--20 update (cites work)
cites work: A Cautionary Note on Natural Hedging of Longevity Risk

Longevity risk and capital markets: the 2019--20 update (DOI)
DOI: 10.1016/J.INSMATHECO.2021.04.001