Longevity risk and capital markets: The 2019-20 update
Abstract This Special Issue of Insurance: Mathematics and Economics contains 16
contributions to the academic literature all dealing with longevity risk and capital markets …
contributions to the academic literature all dealing with longevity risk and capital markets …
Longevity risk and capital markets: the 2021–22 update
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 …
academic literature all dealing with longevity risk and capital markets. Draft versions of the …
A comparative study of pricing approaches for longevity instruments
M Leung, MC Fung, C O'Hare - Insurance: Mathematics and Economics, 2018 - Elsevier
The presence of systematic risk in mortality forecasts, known as longevity risk, has called for
the introduction of longevity instruments and their market development. Management of …
the introduction of longevity instruments and their market development. Management of …
Linking annuity benefits to the longevity experience: Alternative solutions
A Olivieri, E Pitacco - Annals of Actuarial Science, 2020 - cambridge.org
The uncertainty regarding financial returns and the life expectancy, joint to the reduced
social security benefits, increasingly expose individuals to the risk of outliving their post …
social security benefits, increasingly expose individuals to the risk of outliving their post …
Designing annuities with flexibility opportunities in an uncertain mortality scenario
A Olivieri - Risks, 2021 - mdpi.com
We consider annuity designs in which the benefit amount is allowed to fluctuate (up or
down), based on a given mortality/longevity experience. This way, guarantees are relaxed in …
down), based on a given mortality/longevity experience. This way, guarantees are relaxed in …
Longevity risk and capital markets: the 2022–2023 update
D Blake, J Li - The Geneva Papers on Risk and Insurance-Issues and …, 2024 - Springer
Longevity risk and related capital market solutions have grown increasingly important in
recent years, both in academic research and in the markets we refer to as the life market, ie …
recent years, both in academic research and in the markets we refer to as the life market, ie …
Longevity risk management and the development of a value-based longevity index
Y Chang, M Sherris - Risks, 2018 - mdpi.com
The design and development of post-retirement income products require the assessment of
longevity risk, as well as a basis for hedging these risks. Most indices for longevity risk are …
longevity risk, as well as a basis for hedging these risks. Most indices for longevity risk are …
On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach
In the insurance industry, life insurers are required by regulators to meet capital
requirements to avoid insolvency caused by, for example, sudden mortality changes due to …
requirements to avoid insolvency caused by, for example, sudden mortality changes due to …
Systematic longevity risk: to bear or to insure?
We compare two contracts for managing systematic longevity risk in retirement: a collective
arrangement that distributes the risk among participants, and a market-provided annuity …
arrangement that distributes the risk among participants, and a market-provided annuity …
Longevity-linked annuities: How to preserve value creation against longevity risk
A Olivieri, E Pitacco - Life Insurance in Europe: Risk Analysis and Market …, 2020 - Springer
The cost of longevity guarantees of traditional annuity products has increased in the recent
scenario, characterized by declining mortality rates, in particular at unanticipated levels …
scenario, characterized by declining mortality rates, in particular at unanticipated levels …