Longevity risk and capital markets: The 2018-19 update

David Blake*, Andrew J. G. Cairns

*Corresponding author for this work

Research output: Contribution to journalEditorialpeer-review

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)219-261
Number of pages43
JournalAnnals of Actuarial Science
Issue number2
Publication statusPublished - Sept 2020


  • Capital markets
  • Longevity risk
  • Pension risk transfers

ASJC Scopus subject areas

  • Statistics and Probability
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty

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