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Longevity risk and capital markets: The 2019-20 update

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  • Blake, David
  • Cairns, Andrew J.G.

Abstract

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.

Suggested Citation

  • Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    • Handle: RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439
    DOI: 10.1016/j.insmatheco.2021.04.001
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    3. Nipun Agarwal & Pornpit Wongthongtham & Neerajkumari Khairwal & Kevin Coutinho, 2023. "Blockchain Application to Financial Market Clearing and Settlement Systems," JRFM, MDPI, vol. 16(10), pages 1-19, October.
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    7. Chen, An & Li, Hong & Schultze, Mark, 2022. "Collective longevity swap: A novel longevity risk transfer solution and its economic pricing," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 227-249.

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