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Longevity risk and capital markets: the 2021–22 update

Published online by Cambridge University Press:  10 August 2023

David Blake ,
Andrew J. G. Cairns ,
Malene Kallestrup-Lamb  and
Jesper Rangvid
David Blake*
Affiliation:
Pensions Institute, City, University of London, London, UK
Andrew J. G. Cairns
Affiliation:
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, UK
Malene Kallestrup-Lamb
Affiliation:
Department of Economics and Business Economics, Aarhus University, Aarhus, Denmark
Jesper Rangvid
Affiliation:
Pension Research Centre (PeRCent), Copenhagen Business School, Frederiksberg, Denmark
*
*Corresponding author. Email: D.Blake@city.ac.uk
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Abstract

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 papers were presented at Longevity 16: The Sixteenth International Longevity Risk and Capital Markets Solutions Conference that was held in Helsingør near Copenhagen on 13–14 August 2021. It was hosted by PerCent at Copenhagen Business School and the Pensions Institute at City, University of London.

Type
Introduction
Information
Journal of Demographic Economics , Volume 89 , Special Issue 3: International Longevity Risk and Capital Markets Solutions , September 2023 , pp. 299 - 312
Copyright
Copyright © Université catholique de Louvain 2023

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Footnotes

David Blake and Richard MacMinn are co-founders of the Longevity Risk and Capital Markets Solutions Conferences.

An extended version of the editorial introduction (entitled “Longevity Risk and Capital Markets: The 2021–22 Update”) appears as an online appendix to this special issue of the Journal of Demographic Economics here: https://doi.org/10.1017/dem.2023.2

References

Cairns, A. J. G., Blake, D., Kessler, A. R., and Kessler, M. (2020) The impact of Covid-19 on future higher-age mortality, Pensions Institute Discussion Paper WP2007, 19 May, http://www.pensions-institute.org/wp-content/uploads/wp2007.pdf.CrossRefGoogle Scholar
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