Nuevos instrumentos para la gestión de los riesgos de longevidad/mortalidad

  1. Trigo Martínez, Eduardo
  2. Moreno Ruiz, Rafael
  3. Betzuen Zalbidegoitia, Amancio
  4. Peña Esteban, Joseba Iñaki de la
  5. Iturricastillo Plazaola, Iván
Revista:
Anales del Instituto de Actuarios Españoles

ISSN: 0534-3232

Año de publicación: 2013

Número: 19

Páginas: 101-134

Tipo: Artículo

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Otras publicaciones en: Anales del Instituto de Actuarios Españoles

Resumen

The aim of this paper is to study how several financial instruments with cash flows linked to the mortality of a population can be used to hedge sistematic longevity risk. In the same way, are analized the financial risks involved in this type of hedges. Finally is concluded that although these instruments are an alternative to traditional instruments that private sector has used for longevity risk management, nowadays it poses several theoretical, practical and ethical questions that, due to their importance, require a depth study.

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