Is Longevity Risk Insurable?
Type de matériel :
TexteLangue : français Détails de publication : 2017.
Ressources en ligne : Abrégé : 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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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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