Longevity Risk and Capital Markets: The 2007-2008 Update
نویسندگان
چکیده
منابع مشابه
Standardizing the Giant: Mitigating Longevity Risk in China through Capital Markets Solutions
As the annuity market in China develops, the Chinese insurance industry is increasingly exposed to longevity risk. A large part of the risk is ‘trend risk’, which cannot be diversified by pooling, but may be transferred to capital markets through derivatives that are written on a certain mortality index. In this paper, we first explore different methods to create a standardized mortality index ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2008
ISSN: 1556-5068
DOI: 10.2139/ssrn.1340405