长寿风险和资本市场:2015-16年更新

D. Blake, N. El Karoui, R. MacMinn, Stéphane Loisel
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引用次数: 2

摘要

本期《保险:数学与经济学》特刊包含16篇学术文献,全部涉及长寿风险和资本市场。2015年9月8日至9日在法国里昂举行的第十一届国际长寿风险和资本市场解决方案会议上提交了论文草稿。会议由里昂第一大学金融与保证科学研究所(ISFA)主办,里昂金融与保证科学实验室联合主办;巴黎皮埃尔和玛丽居里大学概率与模型实验室;英国伦敦城市大学卡斯商学院养老金研究所;和LoLitA(生活方式调整长寿)ANR研究项目团队。它由保诚金融,SCOR,法国兴业银行企业和投资银行,精算师协会(SOA),安永,Milliman,美国再保险集团,怡安本菲尔德,盖伊卡彭特,PRIM 'ACT和SINALYS赞助。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Longevity Risk and Capital Markets: The 2015-16 Update
This Special Issue of Insurance: Mathematics and Economics contains 16 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 11: The Eleventh International Longevity Risk and Capital Markets Solutions Conference that was held in Lyon, France on 8-9 September 2015. It was hosted by Institut de Science Financiere et d'Assurance (ISFA), Universite Lyon 1, Lyon, and co-hosted by Laboratoire de Science Financiere et d'Assurances, Lyon; Laboratoire de Probabilites et Modeles Aleatoires, Universite Pierre et Marie Curie, Paris; Pensions Institute, Cass Business School, City University of London, UK; and the LoLitA (Longevity with Lifestyle Adjustments) ANR research project team. It was sponsored by Prudential Financial, SCOR, Societe Generale Corporate and Investment Banking, the Society of Actuaries (SOA), EY, Milliman, Reinsurance Group of America, Aon Benfield, Guy Carpenter, PRIM’ACT, and SINALYS.
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