Understanding, modelling and managing longevity risk: key issues and main challenges
Publication:2866305
DOI10.1080/03461238.2010.511034zbMath1277.91073MaRDI QIDQ2866305
Claudia Ravanelli, Stéphane Loisel, Nicole El Karoui, Pauline Barrieu, Harry Bensusan, Yahia Salhi, Caroline Hillairet
Publication date: 13 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2010.511034
regulation; incomplete market; pensions; population dynamics; life insurance; longevity risk; stochastic mortality; risk transfer; securitisation; long-term interest rates
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G20: Derivative securities (option pricing, hedging, etc.)
91D20: Mathematical geography and demography
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