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Longevity risk and capital markets: the 2021–22 update

Author

Listed:
  • David BLAKE

    (Pensions Institute, City, University of London, London, UK)

  • Andrew, J. G. GAIRNS

    (Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, UK)

  • Malene KALLESTRUP-LAMB

    (Department of Economics and Business Economics, Aarhus University, Aarhus, Denmark)

  • Jesper RANGVID

    (Pension Research Centre (PeRCent), Copenhagen Business School, Frederiksberg, Denmark)

Abstract

This special issue of the Journal of Demographic Economics contains 10 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 16: The Sixteenth International Longevity Risk and Capital Markets Solutions Conference that was held in Helsingør near Copenhagen on 13–14 August 2021. It was hosted by PerCent at Copenhagen Business School and the Pensions Institute at City, University of London.

Suggested Citation

  • David BLAKE & Andrew, J. G. GAIRNS & Malene KALLESTRUP-LAMB & Jesper RANGVID, 2023. "Longevity risk and capital markets: the 2021–22 update," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 89(3), pages 299-312, September.
    • Handle: RePEc:ctl:louvde:v:89:y:2023:i:3:p:299-312
    DOI: 10.1017/dem.2023.2
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