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North American Actuarial Journal Volume 18, 2014 - Issue 1: Longevity Risk and Capital Markets
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Feature Articles

Systematic and Nonsystematic Mortality Risk in Pension Portfolios

Helena Aro Department of Mathematics and Systems Analysis, Faculty of Information and Natural Sciences, Aalto University, Helsinki, Finland
Pages 59-67 | Published online: 24 Feb 2014

Citations (14)

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Read on this site (2)

David Blake, Richard MacMinn, Jason Chenghsien Tsai & Jennifer Wang. (2021) Longevity Risk and Capital Markets: The 2017–2018 Update. North American Actuarial Journal 25:sup1, pages S280-S308.
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Tzuling Lin & Cary Chi-Liang Tsai. (2020) Hedging Mortality/Longevity Risks for Multiple Years. North American Actuarial Journal 24:1, pages 118-140.
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Articles from other publishers (12)

David Blake & Andrew J.G. Cairns. (2021) Longevity risk and capital markets: The 2019-20 update. Insurance: Mathematics and Economics 99, pages 395-439.
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David Blake & Andrew J. G. Cairns. (2020) Longevity risk and capital markets: the 2018–19 update. Annals of Actuarial Science 14:2, pages 219-261.
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David Blake, Nicole El Karoui, Stéphane Loisel & Richard MacMinn. (2018) Longevity risk and capital markets: The 2015–16 update. Insurance: Mathematics and Economics 78, pages 157-173.
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Emmanouil Platanakis & Charles Sutcliffe. (2016) Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011. Insurance: Mathematics and Economics 69, pages 14-28.
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Charles SutcliffeCharles Sutcliffe. 2016. Finance and Occupational Pensions. Finance and Occupational Pensions 247 299 .
Ken Seng Tan, David Blake & Richard MacMinn. (2015) Longevity risk and capital markets: The 2013–14 update. Insurance: Mathematics and Economics 63, pages 1-11.
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David P. Blake, Nicole El Karoui, Richard D. MacMinn & Sttphane Loisel. (2017) Longevity Risk and Capital Markets: The 2015-16 Update. SSRN Electronic Journal.
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Ken Seng Tan. (2015) Longevity Risk and Capital Markets: The 2013-14 Update. SSRN Electronic Journal.
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Emmanouil Platanakis & Charles Sutcliffe. (2015) Pension Scheme Redesign and Wealth Redistribution between the Members and Sponsor: The USS Rule Change in October 2011. SSRN Electronic Journal.
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Roger Stein. (2016) A Simple Hedge for Longevity Risk and Reimbursement Risk Using Research-Backed Obligations. SSRN Electronic Journal.
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Emmanouil Platanakis & Charles Sutcliffe. (2015) Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. SSRN Electronic Journal.
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Ken Seng Tan, David P. Blake & Richard D. MacMinn. (2015) Longevity Risk and Capital Markets: The 2013-14 Update.. SSRN Electronic Journal.
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