Concepedia

Longevity Risk Transfer

Longevity Risk Transfer is a risk management mechanism within life reinsurance that involves the contractual shifting of uncertainty regarding prolonged human survival from an insurer to a reinsurer through structured financial instruments.

27

Publications

923

Citations

49

Authors

36

Institutions

Publications per year

2017–2026

8

Parents

Publications

27

Understanding, modelling and managing longevity risk: key issues and main challenges

Pauline Barrieu, Harry Bensusan, Nicole El Karoui et al. · Scandinavian Actuarial Journal · 2010 · 123 citations · Full text

, , +17

The New Life Market

David Blake, Andrew J. G. Cairns, Guy Coughlan et al. · Journal of Risk & Insurance · 2013 · 118 citations · Full text

, , +15

<scp>Longevity/Mortality Risk Modeling and Securities Pricing</scp>

Yinglu Deng, Patrick L. Brockett, Richard D. MacMinn · Journal of Risk & Insurance · 2012 · 79 citations

, , +17

Still living with mortality: the longevity risk transfer market after one decade

David Blake, Andrew J. G. Cairns, Kevin Dowd et al. · British Actuarial Journal · 2019 · 59 citations · Full text

, , +17

Mortality-Linked Securities and Derivatives

Enrico Biffis, David Blake · SSRN Electronic Journal · 2009 · 52 citations · Full text

, , +13

1–5 of 27

Authors

49

  1. RD
    Richard D. MacMinn

    Illinois State University, United States

    6 publications · 259 citations

    6

    h-index

  2. DB
    David Blake

    City, University of London, United Kingdom

    6 publications · 289 citations

    6

    h-index

  3. JS
    Johnny Siu‐Hang Li

    University of Waterloo, Canada

    3 publications · 78 citations

    3

    h-index

  4. AK
    Amy Kessler

    Prudential Financial (United States), United States

    3 publications · 95 citations

    3

    h-index

  5. PL
    Patrick L. Brockett

    The University of Texas at Austin, United States

    3 publications · 116 citations

    3

    h-index

1–5 of 49

Institutions

36

  1. City, University of London

    London, United Kingdom

    5 h-index

    9 publications

    360 citations

  2. University of Waterloo

    Waterloo, Canada

    4 h-index

    6 publications

    133 citations

  3. National Chengchi University

    Taipei, Taiwan

    3 h-index

    4 publications

    58 citations

  4. UNSW Sydney

    Sydney, Australia

    2 h-index

    4 publications

    64 citations

  5. Imperial College London

    London, United Kingdom

    2 h-index

    2 publications

    89 citations

  6. The University of Texas at Austin

    Austin, United States

    2 h-index

    4 publications

    68 citations

  7. University of Manitoba

    Winnipeg, Canada

    2 h-index

    2 publications

    58 citations

  8. University of Parma

    Parma, Italy

    2 h-index

    2 publications

    32 citations

1–8 of 36

Venues

  1. Journal of Risk & Insurance

    7 publications · 333 citations

    7

    h-index

  2. North American Actuarial Journal

    NAAJ · 5 publications · 109 citations

    5

    h-index

  3. SSRN Electronic Journal

    Repository · 4 publications · 94 citations

    4

    h-index

  4. Astin Bulletin

    2 publications · 32 citations

    2

    h-index

  5. 1

    h-index

1–5