Le risque de longévité est-il assurable ?

Nicole El Karoui and Stéphane Loisel

Revue d'économie financière, 2017, vol. N° 126, issue 2, 107-122

Abstract: In this paper, we study the question of insurability of longevity risk thanks to an Enterprise Risk Management approach. We start by identifying the different components of longevity risk. Then, we present the different ways to model, measure and detection changes in this risk. Finally, we study the possible risk controls and their associated residual risks. Classification JEL : G22, I13, J11, J14.

JEL-codes: G22 I13 J11 J14 (search for similar items in EconPapers)
Date: 2017
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