Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.681372
Title: Mortality modelling and longevity risk management
Author: Hunt, A.
ISNI:       0000 0004 5920 1640
Awarding Body: City University London
Current Institution: City, University of London
Date of Award: 2015
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Abstract:
The 20th century has witnessed some of the largest and most widespread gains in human longevity ever witnessed, which show no sign of slowing down during the early years of the 21st century. The risk of further, higher than anticipated improvements in life expectancy - known as longevity risk - is now a major and growing field of study. This thesis investigates a number of theoretical and practical problems within the field of longevity risk relating to the structure and identifiability issues within many of the most common models used to study mortality rates, the construction of new mortality models, the projection of these models into the future, the impact of differences in the level and evolution of mortality rates in different populations (such as pension schemes) and the market-consistent valuation and measurement of risk in longevity-linked liabilities and securities.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.681372  DOI: Not available
Keywords: HG Finance
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