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 …

A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward

S Levantesi, A Nigri - Soft Computing, 2020 - Springer
Increased life expectancy in developed countries has led researchers to pay more attention
to mortality projection to anticipate changes in mortality rates. Following the scheme …

Pricing of longevity derivatives and cost of capital

F Zeddouk, P Devolder - Risks, 2019 - mdpi.com
Annuities providers become more and more exposed to longevity risk due to the increase in
life expectancy. To hedge this risk, new longevity derivatives have been proposed (longevity …

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 …

Longevity risk and capital markets: The 2013-14 update

KS Tan, DP Blake, RD MacMinn - 2015 - papers.ssrn.com
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 …

On the economics of the longevity risk transfer market

M Börger, A Freimann, J Ruß - Journal of Risk and Insurance, 2023 - Wiley Online Library
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 …

Longevity risk and capital markets: The 2015-16 update

DP Blake, N El Karoui, RD MacMinn, S Loisel - 2017 - papers.ssrn.com
Abstract This Special Issue of Insurance: Mathematics and Economics contains 16
contributions to the academic literature all dealing with longevity risk and capital markets …

Impact of Islamic Jurisprudential on Traditional Financial Customs and Legal Integration in Indonesia

RA Setiawan - Journal of Islamic Thought and Civilization, 2023 - journals.umt.edu.pk
The current research presented an insightful analysis of the dynamic relationship between
Islamic Jurisprudence and customary financial practices within the jurisdiction of Indonesia …

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 …

A model stacking approach for forecasting mortality

J Li - North American Actuarial Journal, 2023 - Taylor & Francis
This article adopts a machine learning method called stacked generalization for forecasting
mortality. The main idea is to combine the forecasts from different projection models or …