This paper updates Living with Mortality published in 2006. It describes how the longevity risk transfer market has developed over the intervening period, and, in particular, how insurance-based solutions – buy-outs, buy-ins and longevity insurance – have triumphed over capital markets...

This paper updates Living with Mortality published in 2006. It describes how the longevity risk transfer market has developed over the intervening period, and, in particular, how insurance-based solutions – buy-outs, buy-ins and longevity insurance – have triumphed over capital markets...

The analysis of national mortality trends is critically dependent on the quality of the population, exposures and deaths data that underpin death rates. We develop a framework that allows us to assess data reliability and to identify anomalies, illustrated, by way of example, using England and...

This paper seeks to assess the potential longer-term impact of the COVID-19 pandemic on those who survive. We propose a simple model for accelerated deaths that draws on the observation that many of those who die from COVID-19 are often, but not always, much less healthy than the average for...