Construct · 1 fields · 1 citations

longevity bond: a standalone construct

One name. One construct. A landmark on the map.

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Actuarial science

a bond whose coupons fall in line with the surviving share of a reference cohort, letting annuity providers hedge longevity risk.

In actuarial science, longevity bond refers to a bond whose coupons fall in line with the surviving share of a reference cohort, letting annuity providers hedge longevity risk. This meaning comes from Blake (2001) in The Journal of Risk and Insurance.[1]

Unit
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Measured by

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Nearby constructs

annuity3 fields · 4 citationsjingle · one word, three constructs bond2 fields · 2 citationsjingle · one word, two constructs cohort3 fields · 3 citationsjingle · one word, three constructs

References

Blake, D., & Burrows, W. (2001). Survivor Bonds: Helping to Hedge Mortality Risk. The Journal of Risk and Insurance, 68(2), 339. https://doi.org/10.2307/2678106

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