The Price of Longevity Risk (notice n° 468070)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01223cam a2200193 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121053433.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | El Karoui, Nicole |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | The Price of Longevity Risk |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2019.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 60 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In this article, we address the issue of the price of longevity risk. We begin by describing the risk of longevity and its components, distinguishing biometric, financial and regulatory aspects. We then explain the different valuation frameworks (actuarial, financial and regulatory), their common points and their differences. We discuss the issue of discounting and modeling long-term interest rates for longevity risk management. We also give details on the subjective and pragmatic way to handle different components of longevity risk, especially the most extreme, in the market. JEL Codes: G12, I13. |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hillairet, Caroline |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Loisel, Stéphane |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Salhi, Yahia |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Revue d'économie financière | 133 | 1 | 2019-06-25 | p. 129-145 | 0987-3368 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-revue-d-economie-financiere-2019-1-page-129?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-revue-d-economie-financiere-2019-1-page-129?lang=en&redirect-ssocas=7080</a> |
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