Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives

2011 ◽  
Vol 49 (1) ◽  
pp. 100-114 ◽  
Author(s):  
Andrew Ngai ◽  
Michael Sherris
Keyword(s):  
Risk Management ◽  
Longevity Risk ◽  
Variable Annuities ◽  
Static Hedging ◽  
Longevity Bonds

scholarly journals Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds

2010 ◽  
Author(s):  
David P. Blake ◽  
Tom Boardman ◽  
Andrew J. G. Cairns
Keyword(s):  
Longevity Risk ◽  
Longevity Bonds

Robust Longevity Risk Management

2014 ◽  
Author(s):  
Hong Li ◽  
Anja De Waegenaere ◽  
Bertrand Melenberg
Keyword(s):  
Risk Management ◽  
Longevity Risk

Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle

2018 ◽  
Vol 5 (3) ◽  
pp. 73-92
Author(s):  
Koray D. Simsek ◽  
Min Jeong Kim ◽  
Woo Chang Kim ◽  
John M. Mulvey
Keyword(s):  
Risk Management ◽  
Life Cycle ◽  
Longevity Risk

Cohort and value-based multi-country longevity risk management

2020 ◽  
Vol 2020 (7) ◽  
pp. 650-676
Author(s):  
Michael Sherris ◽  
Yajing Xu ◽  
Jonathan Ziveyi
Keyword(s):  
Risk Management ◽  
Longevity Risk

Semi-Static Hedging for GMWB in Variable Annuities

2012 ◽  
Vol 16 (1) ◽  
pp. 112-140 ◽  
Author(s):  
Adam Kolkiewicz ◽  
Yan Liu
Keyword(s):  
Variable Annuities ◽  
Static Hedging
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