Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges
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- Stéphane Loisel, 2010. "Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges," Post-Print hal-00517902, HAL.
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More about this item
KeywordsLongevity Risk; securitization; risk transfer; incomplete market; life insurance; stochastic mortality; pensions; long term interest rate; regulation; population dynamics;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-IAS-2010-07-24 (Insurance Economics)
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