Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206
Summary: This Special Issue of Insurance: Mathematics and Economics contains 16 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 15: The Fifteenth International Longevity Risk and Capital Markets Solutions Conference that was held in Washington DC on 12–13 September 2019. It was hosted by the Pensions Institute at City, University of London.
MSC:
| 00B25 | Proceedings of conferences of miscellaneous specific interest |
| 92D25 | Population dynamics (general) |
Keywords:
longevity risk; capital markets; insurance/reinsurance; pension risk transfer; buy-outs; buy-ins; stochastic mortality modelsReferences:
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