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 …

Building better retirement systems in the wake of the global pandemic

OS Mitchell - 2020 - nber.org
In the wake of the global pandemic known as COVID-19, retirees, along with those hoping to
retire someday, have been shocked into a new awareness of the need for better risk …

Life expectancy inequalities in Wales before COVID-19: an exploration of current contributions by age and cause of death and changes between 2002 and 2018

J Currie, T Boyce, L Evans, M Luker, S Senior, M Hartt… - Public Health, 2021 - Elsevier
Objectives The COVID-19 pandemic in Wales and the UK has highlighted significant and
historic inequalities in health between social groups. To better understand the composition …

The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19

S Schnürch, T Kleinow, R Korn… - Annals of Actuarial …, 2022 - cambridge.org
The COVID-19 pandemic interrupts the relatively steady trend of improving longevity
observed in many countries over the last decades. We claim that this needs to be addressed …

Disruption of life insurance profitability in the aftermath of the COVID-19 pandemic

M Carannante, V D'Amato, P Fersini, S Forte, G Melisi - Risks, 2022 - mdpi.com
Life insurance profitability depends on reliable mortality risk projections and pricing. While
the COVID-19 pandemic has caused disruptions around the world, this is a temporary …

Reverse mortgage and risk profile awareness: Proposals for securitization

E Di Lorenzo, G Piscopo, M Sibillo… - … Stochastic Models in …, 2022 - Wiley Online Library
Reverse mortgages (RMs) are acquiring a growing centrality to meet the needs of a
progressive aging population and to support the fragility of traditional pension systems. With …

Bayesian model averaging for mortality forecasting using leave-future-out validation

K Barigou, PO Goffard, S Loisel, Y Salhi - International Journal of …, 2023 - Elsevier
Predicting the evolution of mortality rates plays a central role for life insurance and pension
funds. Various stochastic frameworks have been developed to model mortality patterns by …

Linking pensions to life expectancy: tackling conceptual uncertainty through Bayesian model averaging

JM Bravo, M Ayuso - Mathematics, 2021 - mdpi.com
Linking pensions to longevity developments at retirement age has been one of the most
common policy responses of pension schemes to aging populations. The introduction of …

Impact of COVID-19 on Spanish mortality rates in 2020 by age and sex

E Navarro, P Requena - Journal of Public Health, 2023 - academic.oup.com
Background Previous studies have used different biometric indicators to measure the effect
of Covid-19 on population mortality such as the number of deaths or the decrease of life …

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 …