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Longevity risk and capital markets: The 2019-20 update

David Blake () and Andrew J.G. Cairns

Insurance: Mathematics and Economics, 2021, vol. 99, issue C, 395-439

Abstract: 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.

Keywords: Longevity risk; Capital markets; Insurance/Reinsurance; Pension risk transfer; Buy-outs; Buy-ins; Stochastic mortality models (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439

DOI: 10.1016/j.insmatheco.2021.04.001

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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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