Longevity, mortality and life insurance risk transfer

Below are a selection of articles and papers about longevity risk transfer, mortality risks and life/pensions securitization.

Many of these articles and papers are in PDF format and will require you to download Acrobat Reader.

If you have articles or papers that you'd like to promote to the Artemis audience please contact us.

Longevity risk transfer posts from our blog

Research & reports on longevity risk transfer

The case for longevity bonds 
Paper from the Center for Retirement Research at Boston College

Managing longevity risk 
Article from Bridges

Static Hedging Effectiveness for Longevity Risk with Longevity Bonds and Derivatives 
From the Australian Prudential Regulation Authority

Longevity: The New Risk Frontier 
Paper from Singapore Management University

Protecting your pensions – why longevity swaps should also be viewed as an investment 
Article from Aegon

The H1N1 Influenza Pandemic: Implications for Catastrophe Modeling  
From AIR Worldwide

RMS Performs Analysis for Catastrophe Bond Covering H1N1 Flu Pandemic 
From RMS

Longevity Risk and Retirement Savings 
Paper by João F. Cocco and Francisco J. Gomes

Hedging Survivor Bonds with Mortality-linked Securities 
Paper by Francesca Biagini, Young Lee and Thorsten Rheinlander

Development in the insurance-linked securities (ILS) life market 
Presentation from Munich Re

Joint modeling of portfolio experienced and national mortality: A co-integration based approach 
Paper by Yahia Salhia and Stephane Loisel

Development in the insurance-linked securities (ILS) life market, post financial crisis 
Paper by Mathieu Boucher, ASA, PRM presented to the 2009 East Asian Actuarial Conference

Longevity risk sector picks upmomentum 
From Barlow, Lyde & Gilbert