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 …
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 …
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
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 …
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
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 …
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
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 …
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 …
progressive aging population and to support the fragility of traditional pension systems. With …
Bayesian model averaging for mortality forecasting using leave-future-out validation
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 …
funds. Various stochastic frameworks have been developed to model mortality patterns by …
Linking pensions to life expectancy: tackling conceptual uncertainty through Bayesian model averaging
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 …
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 …
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
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 …
academic literature all dealing with longevity risk and capital markets. Draft versions of the …