Longevity Risk and Capital Markets: The 2015-16 Update
By David P. Blake (The Pensions Institute), Nicole El Karoui (Ecole Polytechnique), Richard D. MacMinn (National Chengchi University) & Stéphane Loisel (University of Lyon)
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 11: The Eleventh International Longevity Risk and Capital Markets Solutions Conference that was held in Lyon, France on 8-9 September 2015. It was hosted by Institut de Science Financière et d’Assurance (ISFA), Université Lyon 1, Lyon, and co-hosted by Laboratoire de Science Financière et d’Assurances, Lyon; Laboratoire de Probabilités et Modéles Aléatoires, Université Pierre et Marie Curie, Paris; Pensions Institute, Cass Business School, City University of London, UK; and the LoLitA (Longevity with Lifestyle Adjustments) ANR research project team. It was sponsored by Prudential Financial, SCOR, Société Générale Corporate and Investment Banking, the Society of Actuaries (SOA), EY, Milliman, Reinsurance Group of America, Aon Benfield, Guy Carpenter, PRIM’ACT, and SINALYS.
Source: SSRN
