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Longevity risk and capital markets : the 2019-20 update

Blake, David; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 395-439

Persistent link: https://www.econbiz.de/10012649241

Systematic longevity risk : to bear or to insure?

Boon, Ling-Ni; Brière, Marie; Werker, Bas J. M. - In: Journal of pension economics and finance : JPEF 19 (2020) 3, pp. 409-441

Persistent link: https://www.econbiz.de/10012240694

Quantification of longevity risk for pension insurance in V4 countries

Gogola, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 8, pp. 751-762

Persistent link: https://www.econbiz.de/10012151877

Longevity risk and capital markets : the 2018-19 update : editorial

Blake, David; Cairns, Andrew - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 219-261

Persistent link: https://www.econbiz.de/10012307354

Systematic Longevity Risk : To Bear or to Insure?

Boon, Ling-Ni - 2018

We compare two contracts for managing systematic longevity risk in retirement: a collective arrangement that … distributes the risk among participants, and a market-provided annuity contract. We evaluate the contracts' appeal with respect to …'s equityholders. We find that individuals find it more attractive to bear longevity risk under a collective arrangement than to insure …

Persistent link: https://www.econbiz.de/10012934538

Tail index-linked annuity : a longevity risk sharing retirement plan

Chen, An; Li, Hong; Schultze, Mark B. - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 139-164

Persistent link: https://www.econbiz.de/10012872655

Mortality credits within large survivor funds

Denuit, Michel; Hieber, Peter; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 813-834

Persistent link: https://www.econbiz.de/10013426662

Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging

Cairns, Andrew - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 438-453

Persistent link: https://www.econbiz.de/10009404687

Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging

Cairns, Andrew - 2011

Persistent link: https://www.econbiz.de/10009536153

Optimal dynamic longevity hedge with basis risk

Ken Seng Tan; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337

Persistent link: https://www.econbiz.de/10013259312