Publication: Understanding modelling and managing longevity risk: Key issues and main challenges
Understanding modelling and managing longevity risk: Key issues and main challenges
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Barrieu, P., Bensusan, H., El Karoui, N., Hillairet, C., Loisel, S., Ravanelli, C., & Salhi, Y. (2012). Understanding modelling and managing longevity risk: Key issues and main challenges. Scandinavian Actuarial Journal, 2012(3), 203–231. https://doi.org/10.1080/03461238.2010.511034
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This article investigates the latest developments in longevity-risk modelling, and explores the key risk management challenges for both the financial and insurance industries. The article discusses key definitions that are crucial for the enhancement of the way longevity risk is understood, providing a global view of the practical issues for longevity-linked insurance and pension products that have evolved concurrently with the steady increase in life expectancy since s. In addition, the article frames the recent and forthcoming devel
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- Barrieu, Pauline
- Bensusan, Harry
- El Karoui, Nicole
- Hillairet, Caroline
- Loisel, Stéphane
- Ravanelli, Claudia
- Salhi, Yahia
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Barrieu, P., Bensusan, H., El Karoui, N., Hillairet, C., Loisel, S., Ravanelli, C., & Salhi, Y. (2012). Understanding modelling and managing longevity risk: Key issues and main challenges. Scandinavian Actuarial Journal, 2012(3), 203–231. https://doi.org/10.1080/03461238.2010.511034