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8th Bowels Symposium

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& Second International Longevity Risk and Capital Market Solutions Symposium
Papers to be Included

A Demographer’s Perspective of Longevity Risk
Eric Stallard, Duke University

Political Economy of Government-
Issued Survivor Bonds
Jeffrey Brown, University of Illinois

The Securitization of Longevity Risk
J. David Cummins, Wharton

Killing the Law of Large Numbers: Is there a Mortality Risk Premium?
Moshe Milevsky, York University

Pricing Life Securitizations and their Place in Optimal ILS Portfolios
Morton Lane, Lane Financial LLC

Exponential Tilting and Pricing Implications for Longevity Risk
Shaun Wang, Georgia State University
Samuel Cox, Georgia State University

Creating Synthetic Survivor Bonds
David Blake, City University
Kevin Dowd, University of Nottingham
Andrew Cairns, Heriot-Watt University
Richard MacMinn, Illinois State University

A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty
Andrew Cairns, Heriot-Watt University

Sponsors

The Actuarial Foundation, American Risk and Insurance Association, Pensions Institute, Society of Actuaries, Bowles Chair of Georgia State University, Edmondson-Miller Chair of Illinois State University.

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