Longevity risk and capital markets: The 2019-20 update

D Blake, AJG Cairns - Insurance: Mathematics and Economics, 2021 - Elsevier
Abstract This Special Issue of Insurance: Mathematics and Economics contains 16
contributions to the academic literature all dealing with longevity risk and capital markets …

Risk sharing, benefit distribution and cooperation longevity: sustainable development of dairy farmer cooperatives in China

Z Zhong, F Jia, W Long, KZ Chen - International Journal of …, 2022 - Taylor & Francis
The sustainable development of cooperatives is essential to agricultural sustainability and is
determined mainly by cooperation longevity. The risk sharing and benefit distribution …

[HTML][HTML] Optimal retirement products under subjective mortality beliefs

A Chen, P Hieber, M Rach - Insurance: Mathematics and Economics, 2021 - Elsevier
Many empirical studies confirm that policyholder's subjective mortality beliefs deviate from
the information given by publicly available mortality tables. In this study, we look at the effect …

Longevity risk and capital markets: the 2021–22 update

D Blake, AJG Cairns, M Kallestrup-Lamb… - Journal of …, 2023 - cambridge.org
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 …

Linking annuity benefits to the longevity experience: Alternative solutions

A Olivieri, E Pitacco - Annals of Actuarial Science, 2020 - cambridge.org
The uncertainty regarding financial returns and the life expectancy, joint to the reduced
social security benefits, increasingly expose individuals to the risk of outliving their post …

Assessment of longevity risk: credibility approach

B Yıldırım Külekci, AS Selcuk-Kestel - Journal of Applied Statistics, 2021 - Taylor & Francis
To correctly measure the effect of mortality rates on the stability of insurance and pension
provider's financial risk, longevity risk should be considered. This paper aims to investigate …

Longevity risk and capital markets: the 2018–19 update

D Blake, AJG Cairns - Annals of Actuarial Science, 2020 - cambridge.org
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 …

Designing annuities with flexibility opportunities in an uncertain mortality scenario

A Olivieri - Risks, 2021 - mdpi.com
We consider annuity designs in which the benefit amount is allowed to fluctuate (up or
down), based on a given mortality/longevity experience. This way, guarantees are relaxed in …

Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums

AK Dizaji, AT Payandeh Najafabadi - North American Actuarial …, 2023 - Taylor & Francis
Economic shocks, high inflation, longevity, and new emerging technologies make the long-
term health care insurance challenging for insurers. To overcome this problem, an indexing …

Longevity risk and capital markets: the 2022–2023 update

D Blake, J Li - The Geneva Papers on Risk and Insurance-Issues and …, 2024 - Springer
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 …