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Longevity Risk Management, Corporate Finance, and Sustainable Pensions

Guy Coughlan

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0006
Subject:
Business and Management, Pensions and Pension Management

Unexpected improvements in mortality rates have led to large unanticipated increases in life expectancy, with accompanying increases in the value of defined benefit pension liabilities. As a result, ... More


Modeling and Management of Longevity Risk

Andrew Cairns

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0005
Subject:
Business and Management, Pensions and Pension Management

This chapter considers recent developments in the modeling and management of longevity risk: the risk that, in aggregate, people live longer than anticipated. This chapter reviews the use of ... More


The Securitization of Longevity Risk and Its Implications for Retirement Security

Richard MacMinn, Patrick Brockett, Jennifer Wang, Yijia Lin, and Ruilin Tian

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0008
Subject:
Business and Management, Pensions and Pension Management

The economic significance of longevity risk for governments, corporations, and individuals has begun to be recognized and quantified. Traditional insurance for managing this risk has serious ... More


Risk Budgeting and Longevity Insurance:: Strategies for Sustainable Defined Benefit Pension Funds

Amy Kessler

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0012
Subject:
Business and Management, Pensions and Pension Management

The extreme losses incurred in defined benefit pension plans during the financial crisis have called into question the conventional approach to managing pension risk. Defined benefit pension plans ... More


Recreating Retirement Sustainability

Olivia S. Mitchell and Raimond Maurer

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0001
Subject:
Business and Management, Pensions and Pension Management

This volume provides in-depth analysis of the many unknowns that are threatening pension plans around the world. Many see the lengthening human life span as a welcome development; nevertheless, ... More


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