Longevity risk, cost of capital and hedging for life insurers under Solvency II
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References listed on IDEAS
- Matthew Elderfield, 2009. "Solvency II: Setting the Pace for Regulatory Change," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 34(1), pages 35-41, January.
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- René Doff, 2016. "The Final Solvency II Framework: Will It Be Effective?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 587-607, October.
- Man Chung Fung & Katja Ignatieva & Michael Sherris, 2015. "Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives," Papers 1508.00090, arXiv.org.
- repec:gam:jrisks:v:5:y:2017:i:2:p:29-:d:98116 is not listed on IDEAS
More about this item
KeywordsCapital management; Solvency; Longevity risk; Reinsurance; Securitisation;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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