D. Blake, N. El Karoui, R. MacMinn, Stéphane Loisel
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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.