Longevity risk and capital markets: The 2009-2010 update

David Blake, Patrick Brockett, Samuel Cox and Richard MacMinn

MPRA Paper from University Library of Munich, Germany

Abstract: This Special Issue of the North American Actuarial Journal contains ten contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Five: the Fifth International Longevity Risk and Capital Markets Solutions Conference that was held in New York on 25-26 September 2009. It was hosted by J. P. Morgan and St John’s University and organized by the Pensions Institute at Cass Business School, London, and the Edmondson-Miller Chair at Illinois State University.

Keywords: Longevity Risk; Capital Market (search for similar items in EconPapers)
JEL-codes: G23 (search for similar items in EconPapers)
Date: 2011-02
New Economics Papers: this item is included in nep-rmg
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Citations: View citations in EconPapers (2)

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