The Cost of Longevity Risk Transfer by Capital Solution De-risking Strategy
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-64273-9_13
Reference7 articles.
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2. Blake, D., Cairns, A.J.G., Dowd, K., Kessler, A.R.: Still living with mortality: the longevity risk transfer market after one decade. Br. Actuar. J. 24(1), 1–80 (2019). https://doi.org/10.1017/s1357321718000314
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4. Kessler, A.R.: New solutions to an age-old problem: innovative strategies for managing pension and longevity risk. N. Am. Actuar. J. 25(sup1), S7–S24 (2021). https://doi.org/10.1080/10920277.2019.1672566
5. Lee, R.D., Carter, L.R.: Modeling and forecasting U.S. mortality. J. Am. Stat. Assoc. 87(419), 659–671 (1992)
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