Longevity risk and capital markets: The 2015–16 update

David Blake, Nicole El Karoui, Stéphane Loisel and Richard MacMinn

Insurance: Mathematics and Economics, 2018, vol. 78, issue C, 157-173

Keywords: Longevity risk; Capital markets; Buy-outs; Buy-ins; Longevity swaps; Stochastic mortality models (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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Working Paper: Longevity risk and capital markets: The 2015–16 update (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173

DOI: 10.1016/j.insmatheco.2017.10.002

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