Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk

R.S.P. Stevens, Anja De Waegenaere () and Bertrand Melenberg ()
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R.S.P. Stevens: Tilburg University, Center For Economic Research

No 2011-036, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Life insurance; life annuities; death benefits; survivor swaps; risk management; financial risk; longevity risk; insolvency risk; capital adequacy (search for similar items in EconPapers)
Date: 2011
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