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