This course introduces recent developments on longevity risk modelling and management. The students will be exposed to various research topics on longevity risk, mortality models for both single population and multiple populations, pricing longevity securities, measuring basis risk, and selecting hedging strategy [3 credits]
This course introduces recent developments on longevity risk modelling and management. The students will be exposed to various research topics on longevity risk, mortality models for both single population and multiple populations, pricing longevity securities, measuring basis risk, and selecting hedging strategy [3 credits]
