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Longevity Two: The Second International Longevity Risk and Capital Market Solutions Symposium

24th April 2006 - Sheraton Hotel, Chicago, Illinois

The Geneva Association

Table of contents, Programme, List of speakers, List of participants 45.20KB

Pensions, Risks and Capital Markets, Adair Turner

Demographic Issues in Longevity Risk Analysis, Eric Stallard

The Political Economy of Government Issued Longevity Bonds, Jeffrey R. Brown and Peter R. Orszag

Pricing Life Securitizations and their Place in Optimal ILS Portfolios, Morton Lane

Securitization of Life Insurance Assets and Liabilities, J. David Cummins

Annuitization lessons from the UK: Money-Back Annuities and Other Developments, Tom Boardman

Longevity Bonds: Construction, Valuation and Use, D. Blake, A.J.G Cairns, K. Dowd and R. MacMinn

Longevity/Mortality Index Trading: From Theory to Practice, W. Dave Dowrich

Killing the Law of Large Numbers: Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio, Moshe A. Milevsky

Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization, Samuel H. Cox, Yijia Lin and Shaun Wang

A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty, Andrew Cairns