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A Research Review on Modeling Dynamic Mortality Rates and Quantifying Longevity Risks
Pages: 35-50
Year: Issue:  4
Journal: Insurance Studies

Keyword:  population agingdynamic mortality rateslongevity risksquantification and managementpension insurance;
Abstract: In the present paper we systematically collated the existing problems with ideas for modifications and improvements as regards with methods of modeling dynamic mortality rates,both domestic and overseas. We also summarized various models and methods for quantifying longevity risks. In view of the overseas applications and development of management tools for longevity risks,mainly the theoretical research and practical experiences with respect to natural hedging between annuity and life insurance products and securitization ofreinsurance and longevity risks,we discussed the feasibility and possible existing problems for their implementation in China. This study can be regarded as a basic research on longevity risk quantification and management in China,which hopefully can provide a reference for the construction of China’s quantitative assessment system on longevity risks.
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