Hostname: page-component-78c5997874-4rdpn Total loading time: 0 Render date: 2024-11-13T03:54:01.255Z Has data issue: false hasContentIssue false
  • English
  • Français

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion

Published online by Cambridge University Press:  15 August 2013

Stephen Richards
Get access Rights & Permissions [Opens in a new window]

Abstract

This abstract relates to the following paper:

RichardsS. J., CurrieI. D. and RitchieG. P.A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussionBritish Actuarial Journal, doi:10.1017/S1357321712000342

Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 19 , Issue 1 , March 2014 , pp. 140 - 156
Copyright
Copyright © Institute and Faculty of Actuaries 2013 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1 CMIB (Continuous Mortality Investigation Bureau) (1999) Report Number 17, Institute and Faculty of ActuariesGoogle Scholar

2 Willets, R. C. (1999) Mortality in the next Millennium, Staple Inn Actuarial Society, LondonGoogle Scholar

3 Willets, R. C. (2012) Longevity and the 2011 Census, http://www.longevitas.co.uk/site/informationmatrix/longevityandthe2011census.html [Accessed on 12th November 2012]

4 Carriere, J. F. (1994) Dependent decrement theory, Transactions of the Society of Actuaries, Volume XLVI, 1–21Google Scholar

5 Oeppen, J. & Vaupel, J. V. (2002) Broken Limits to Life Expectancy. Science, Vol 296, 1029-1031CrossRefGoogle Scholar

6 Source: http://www.bankofengland.co.uk/publications/Documents/speeches/2012/speech582.pdf