COVID-19 has affected mortality rates and financial markets worldwide. Against this background, we perform a COVID-19 stress test for life insurance, considering a joint financial and mortality shock, to evaluate the effectiveness of different risk mitigation strategies. Specifically, we conduct...

COVID-19 has affected mortality rates and financial markets worldwide. Against this background, we perform a COVID-19 stress test for life insurance, considering a joint financial and mortality shock, to evaluate the effectiveness of different risk mitigation strategies. Specifically, we conduct...