This Special Issue of Geneva Papers on Risk and Insurance - Issues and Practice contains 10 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Six: The Sixth International Longevity Risk and Capital Markets Solutions Conference that was held in Sydney on 9-10 September 2010. It was hosted by the Australian Institute for Population Ageing Research, the Australian School of Business and the University of New South Wales. It was sponsored by PricewaterhouseCoopers, Australian Prudential Regulation Authority (APRA), Coventry Capital, Swiss Re, and Institute of Actuaries of Australia
In this paper we investigate the latest developments on longevity risk modelling. We first introduce...
International audienceThis article investigates the latest developments in longevity risk modelling,...
International audienceThis article investigates the latest developments in longevity risk modelling,...
This Special Issue of the North American Actuarial Journal contains ten contributions to the academi...
This Special Issue of the North American Actuarial Journal contains ten contributions to the academi...
This Special Issue of the Annals of Actuarial Science contains 12 contributions to the academic lite...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
contains ten contributions to the academic literature, all dealing with longevity risk and capital m...
The huge economic significance of longevity risk for corporations, governments and individuals has b...
Longevity risk—the risk of unanticipated increases in life expectancy—has only recently been recogni...
The recent activity in pension buyouts and bespoke longevity swaps suggests that a significant proce...
The recent activity in pension buyouts and bespoke longevity swaps suggests that a significant proce...
In this paper we investigate the latest developments on longevity risk modelling. We first introduce...
International audienceThis article investigates the latest developments in longevity risk modelling,...
International audienceThis article investigates the latest developments in longevity risk modelling,...
This Special Issue of the North American Actuarial Journal contains ten contributions to the academi...
This Special Issue of the North American Actuarial Journal contains ten contributions to the academi...
This Special Issue of the Annals of Actuarial Science contains 12 contributions to the academic lite...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
This paper updates Living with Mortality published in 2006. It describes how the longevity risk tran...
contains ten contributions to the academic literature, all dealing with longevity risk and capital m...
The huge economic significance of longevity risk for corporations, governments and individuals has b...
Longevity risk—the risk of unanticipated increases in life expectancy—has only recently been recogni...
The recent activity in pension buyouts and bespoke longevity swaps suggests that a significant proce...
The recent activity in pension buyouts and bespoke longevity swaps suggests that a significant proce...
In this paper we investigate the latest developments on longevity risk modelling. We first introduce...
International audienceThis article investigates the latest developments in longevity risk modelling,...
International audienceThis article investigates the latest developments in longevity risk modelling,...