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Longevity Risk and Capital Markets: The 2017–2018 Update

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  • David Blake
  • Richard MacMinn
  • Jason Chenghsien Tsai
  • Jennifer Wang

Abstract

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  • David Blake & Richard MacMinn & Jason Chenghsien Tsai & Jennifer Wang, 2020. "Longevity Risk and Capital Markets: The 2017–2018 Update," North American Actuarial Journal, Taylor & Francis Journals, vol. 25(S1), pages 280-308, December.
    • Handle: RePEc:taf:uaajxx:v:25:y:2020:i:s1:p:s280-s308
    DOI: 10.1080/10920277.2019.1644469
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    Cited by:

    1. Yang Qiao & Chou-Wen Wang & Wenjun Zhu, 2024. "Machine learning in long-term mortality forecasting," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 340-362, April.
    2. Romaniuk, Katarzyna, 2021. "Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 37-43.
    3. Wang, Ling & Wong, Hoi Ying, 2021. "Time-consistent longevity hedging with long-range dependence," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 25-41.
    4. Kyran Cupido & Petar Jevtić & Tim J. Boonen, 2024. "Space, mortality, and economic growth," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1321-1337, August.

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