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Longevity Risk and Capital Markets: The 2010–2011 Update

Author

Listed:
  • David Blake

    (Pensions Institute, Cass Business School, Pensions Institute, City University London, 106 Bunhill Row, London EC1Y 8TZ, U.K.)

  • Christophe Courbage

    (The Geneva Association, 53 route de Malagnou, 1208, Geneva, Switzerland.)

  • Richard MacMinn

    (Katie School of Insurance, College of Business, Illinois State University, IL 61790-5480, U.S.)

  • Michael Sherris

    (Australian School of Business, University of New South Wales, Sydney, NSW 2052, Australia.)

Abstract

This Special Issue of Geneva Papers on Risk and Insurance - Issues and Practice contains 10 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Six: The Sixth International Longevity Risk and Capital Markets Solutions Conference that was held in Sydney on 9-10 September 2010. It was hosted by the Australian Institute for Population Ageing Research, the Australian School of Business and the University of New South Wales. It was sponsored by PricewaterhouseCoopers, Australian Prudential Regulation Authority (APRA), Coventry Capital, Swiss Re, and Institute of Actuaries of Australia.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • David Blake & Christophe Courbage & Richard MacMinn & Michael Sherris, 2011. "Longevity Risk and Capital Markets: The 2010–2011 Update," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(4), pages 489-500, October.
    • Handle: RePEc:pal:gpprii:v:36:y:2011:i:4:p:489-500
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    Cited by:

    1. Meyricke, Ramona & Sherris, Michael, 2014. "Longevity risk, cost of capital and hedging for life insurers under Solvency II," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 147-155.
    2. Dorina Lazar & Anuta Buiga & Adela Deaconu, 2016. "Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 152-168, June.

    More about this item

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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