Understanding, modelling and managing longevity risk: Key issues and main challenges

Scandinavian Actuarial Journal

Volumn , Issue 3, 2012, Pages 203-231

  Barrieu, Pauline ^a   Bensusan, Harry ^b   El Karoui, Nicole ^b   Hillairet, Caroline ^b   Loisel, Stéphane ^c   Ravanelli, Claudia ^d   Salhi, Yahia ^c,e  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^c UNIVERSITÉ LYON 1   (France)

^d EPFL   (Switzerland)

^e RandD Longevity Mortality SCOR Global Life   (France)

Author keywords

Incomplete market; Life insurance; Long term interest rates; Longevity risk; Pensions; Population dynamics; Regulation; Risk transfer; Securitisation; Stochastic mortality

Indexed keywords

EID: 84866460198     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.2010.511034     Document Type: Article

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