Longevity risk and capital markets: The 2019-20 update

被引：17
作者：
Blake, David [1 ]
Cairns, Andrew J. G. [2 ]
机构：
[1] City Univ London, Pens Inst, London, England
[2] Heriot Watt Univ, Edinburgh, Midlothian, Scotland
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2021年 / 99卷
关键词：
Longevity risk; Capital markets; Insurance/Reinsurance; Pension risk transfer; Buy-outs; Buy-ins; Stochastic mortality models; LEE-CARTER MODEL; OF-DEATH MORTALITY; PERIOD-COHORT MODEL; LOG-BILINEAR MODELS; BLAKE-DOWD MODEL; STOCHASTIC MORTALITY; FORECASTING MORTALITY; LIFE-INSURANCE; AGE-PERIOD; REVERSE MORTGAGES;
D O I：
10.1016/j.insmatheco.2021.04.001
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This Special Issue of Insurance: Mathematics and Economics contains 16 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 15: The Fifteenth International Longevity Risk and Capital Markets Solutions Conference that was held in Washington DC on 12-13 September 2019. It was hosted by the Pensions Institute at City, University of London. (C) 2021 Elsevier B.V. All rights reserved.
引用
收藏
页码：395 / 439
页数：45
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