Longevity Four: The Fourth International Longevity Risk and Capital Markets Solutions Conference was held in Amsterdam on 25-26 September 2008. It was hosted by Netspar and the Pensions Institute (at Cass Business School), organised by PensionSummit and sponsored by Cardano, EIM, Nationale...

Longevity Three: The Third International Longevity Risk and Capital Markets Solutions Conference was held in Taipei, Taiwan on 20-21 July 2007. It was hosted by National Chengchi University. Mortality improvements around the world are putting more pressure on governments, pension funds, life...

This Special Issue of Geneva Papers on Risk and Insurance - Issues and Practice contains 10 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Six: The Sixth International Longevity Risk and...

To identify an appropriate pension de-risking method, this paper proposes an optimization model that minimizes the expected total pension cost subject to a conditional value at risk (CVaR) constraint on pension funding level. Using this model, we examine three pension hedging strategies, i.e.,...

Modeling mortality co-movements for multiple populations have significant implications for mortality/longevity risk management. A few two-population mortality models have been proposed to date. They are typically based on the assumption that the forecasted mortality experiences of two or more...