This paper updates Living with Mortality published in 2006. It describes how the longevity
risk transfer market has developed over the intervening period, and, in particular, how …

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 …

Longevity risk and related capital market solutions have grown increasingly important in
recent years, both in academic research and in the markets we refer to as the new Life …

We present a model of a longevity risk transfer market with different market players (primary
insurers, reinsurers, and capital market investors) and investigate how market dynamics and …

Abstract This Special Issue of Insurance: Mathematics and Economics contains 16
contributions to the academic literature all dealing with longevity risk and capital markets …

Background Important differences in excess mortality between European countries during
the COVID-19 pandemic have been reported. Understanding the drivers of these differences …

Longevity risk and related capital market solutions have grown increasingly important in
recent years, both in academic research and in the markets we refer to as the Life Market …

Longevity risk and related capital market solutions have grown increasingly important in
recent years, both in academic research and in the markets we refer to as the life market, ie …

In the insurance industry, life insurers are required by regulators to meet capital
requirements to avoid insolvency caused by, for example, sudden mortality changes due to …

Even though the trend in mortality improvements has experienced several permanent
changes in the past, the uncertainty regarding future mortality trends is often left unmodeled …