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Longevity risk and capital markets: the 2021–22 update

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  • Blake, David
  • Cairns, Andrew J. G.
  • Kallestrup-Lamb, Malene
  • Rangvid, Jesper

Abstract

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 papers were presented at Longevity 16: The Sixteenth International Longevity Risk and Capital Markets Solutions Conference that was held in Helsingør near Copenhagen on 13–14 August 2021. It was hosted by PerCent at Copenhagen Business School and the Pensions Institute at City, University of London.

Suggested Citation

  • Blake, David & Cairns, Andrew J. G. & Kallestrup-Lamb, Malene & Rangvid, Jesper, 2023. "Longevity risk and capital markets: the 2021–22 update," Journal of Demographic Economics, Cambridge University Press, vol. 89(3), pages 299-312, September.
    • Handle: RePEc:cup:demeco:v:89:y:2023:i:3:p:299-312_1
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    Cited by:

    1. David Landriault & Bin Li & Hong Li & Yuanyuan Zhang, 2024. "Contract Structure and Risk Aversion in Longevity Risk Transfers," Papers 2409.08914, arXiv.org.

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