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  2. Life Insurer Longevity Risk Management in a Mul...
Life Insurer Longevity Risk Management in a Multi-Period Valuation Framework
1 Nov 2013
Working Papers

Craig Blackburn, Katja Hanewald, Annamaria Olivieri and Michael Sherris

This paper assesses the impact of longevity risk management on insurer shareholder value and solvency for an annuity portfolio.

 

Document
life_insurer_longevity_risk_management_in_a_multi-period_valuation_framework.pdf
Young couple exploring pension options