Abstract This Special Issue of Insurance: Mathematics and Economics contains 16
contributions to the academic literature all dealing with longevity risk and capital markets …

Demographic and financial factors are key risk-drivers for insurance companies and pension
funds. This paper proposes a systematic investigation for deepening our understanding how …

Rather than looking at mortality rates directly, a number of recent academic studies have
looked at modeling rates of improvement in mortality when making mortality projections …

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 …

Current efforts to adapt to climate change are not sufficient to reduce projected impacts.
Vulnerability assessments are essential to allocate resources where they are needed most …

Mortality improvements and life expectancies have been increasing in recent decades,
leading to growing interest in understanding mortality risk and longevity risk. Studies of …

We investigate joint modelling of longevity trends using the spatial statistical framework of
Gaussian process (GP) regression. Our analysis is motivated by the Human Mortality …

We develop a flexible Gaussian Process (GP) framework for learning the covariance
structure of Age-and Year-specific mortality surfaces. Utilizing the additive and multiplicative …

A rapid decline in mortality and fertility has become major issues in many developed
countries over the past few decades. An accurate model for forecasting demographic …

The cost of long‐term care (LTC) is one of the huge financial risks faced by the elderly and
also is a significant challenge to the social security system. This article establishes a …