期刊论文

A Review on Robust Longevity Risk Management and Robust Hedging against Longevity Risk

中文

保险研究

1004-3306

2015

12

51-66

10.13497/j.cnki.is.2015.12.005

[基金项目]本文为国家社科基金项目“长寿风险对我国养老金制度稳健性的影响研究”（编号：13BGL113）的研究成果,同时得到湖北省教育厅人文社科研究计划项目“我国老年人口长寿风险管理的三支柱体系研究”（编号：139317）和武汉市社会科学基金“城镇化进程中的人口市民化与养老保险城乡一体化研究”（2014011）的资助.

本校为第一机构

本文总结了长寿风险的稳健对冲与稳健管理技术的最新研究成果,特别概述了人口寿命与死亡率的预测方法和长寿风险对冲工具的发展近况和长寿风险定价方法,详细分析了长寿风险对冲过程中不稳健性的来源和长寿风险稳健性对冲技术的最新研究进展.最后,通过对长寿风险稳健对冲与稳健管理技术的最新研究进展进行综述和评析,期望为后续长寿风险的稳健对冲与稳健管理技术的研究提供文献和理论基础.

The topic of longevity risk management has attracted a great deal of attention in academics and industries. And the capital market for managing longevity risk is witnessing fast development. Researches on longevity risk＇ s hedging techniques and management means have also made long-stride progress. However, the concept of robust longevity risk management and robust hedging of longevity risk is just proposed not long ago. The paper reviewed the most recent research results on robust longevity risk management and robust hedging techniques, parti...