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Publisher: Palgrave Macmillan

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Volume 36, Number 4, October 2011

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Longevity Risk and Capital Markets: The 2010–2011 Update
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Longevity Risk from the Perspective of the ILS Markets*
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Longevity Risk in Fair Valuing Level 3 Assets in Securitised Portfolios*
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Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk
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Modelling Mortality with Common Stochastic Long-Run Trends
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Securitisation of Crossover Risk in Reverse Mortgages
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A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations
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A Study of Incidence Experience for Taiwan Life Insurance
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