Understanding, modelling and managing longevity risk: key issues and main challenges

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

zbMATH Keywords

regulation; incomplete market; pensions; population dynamics; life insurance; longevity risk; stochastic mortality; risk transfer; securitisation; long-term interest rates

Mathematics Subject Classification ID

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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