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DISCUSSION PAPER PI-1104

Longevity Risk and Capital Markets: The 2009-2010 Update

David Blake, Patrick Brockett, Samuel Cox, and Richard MacMinn

This Special Issue of the North American Actuarial Journal contains 10 contributions to the academic literature, all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity Five: The Fifth International Longevity Risk and Capital Markets Solutions Conference, which was held in New York City on September 25-26, 2009. It was hosted by J.P. Morgan and St. John's University and organized by the pensions Institute at Cass Business School, London, and the Edmondson-Miller Chair at Illinois State University.