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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
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