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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
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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 

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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