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Longevity risk and capital markets : the 2012-2013 update

Recurso electrónico / electronic resource
Section: Articles
Title: Longevity risk and capital markets : the 2012-2013 update / David Blake...[et.al]
Notes: Sumario: Longevity risk and related capitalmarket solutions have grown increasingly important in recent years, both in academic research and in the markets we refer to as the new Life Market, that is, the capital market that trades longevity-linked assets and liabilities. Mortality improvements around the world are putting more and more pressure on governments, pension funds, and life insurance companies as well as individuals to deal with the longevity risk they face. At the same time, capital markets can, in principle, provide vehicles to hedge longevity risk effectively and transfer the risk from those unwilling or unable to handle it to those
willing to invest in such risk in exchange for appropriate risk-adjusted returns or who have a counterpoising risk that longevity risk can hedge, such as life offices with mortality risk on their books
Related records: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 03/02/2014 Tomo 18 Número 1 - 2014 , p. 1-13Materia / lugar / evento: Longevidad Gerencia de riesgos Seguro de vida Envejecimiento de la población Financiación Mercado de seguros Fondos de pensiones Transferencia de riesgos Mercados financieros Ageingnomics. Economia senior Otros autores: Blake, David
Other categories: 34
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