Is Longevity Risk Insurable?
El Karoui, Nicole
Is Longevity Risk Insurable? - 2017.
29
In this paper, we study the question of insurability of longevity risk thanks to an Enterprise Risk Management approach. We start by identifying the different components of longevity risk. Then, we present the different ways to model, measure and detection changes in this risk. Finally, we study the possible risk controls and their associated residual risks. JEL Codes: G22, I13, J11, J14.
Is Longevity Risk Insurable? - 2017.
29
In this paper, we study the question of insurability of longevity risk thanks to an Enterprise Risk Management approach. We start by identifying the different components of longevity risk. Then, we present the different ways to model, measure and detection changes in this risk. Finally, we study the possible risk controls and their associated residual risks. JEL Codes: G22, I13, J11, J14.
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