Munich Personal RePEc Archive

Longevity risk and capital markets: The 2009-2010 update

Blake, David and Brockett, Patrick and Cox, Samuel and MacMinn, Richard (2011): Longevity risk and capital markets: The 2009-2010 update.

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Abstract

This Special Issue of the North American Actuarial Journal contains ten contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Five: the Fifth International Longevity Risk and Capital Markets Solutions Conference that was held in New York on 25-26 September 2009. It was hosted by J. P. Morgan and St John’s University and organized by the Pensions Institute at Cass Business School, London, and the Edmondson-Miller Chair at Illinois State University.

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