Special issue of AAS: ‘Managing the Risk of Mortality Shocks’ (UPDATE: DEADLINE EXTENDED TO 30 SEPTEMBER 2021)
While much attention has focused on the how the Covid-19 pandemic spreads and may be brought under control, financial institutions face medium- to long-term consequences, which will take time to understand. Contributions are invited for a special edition of ###em
- Direct effects on liabilities linked to mortality and longevity risks
- Capital market and insurance innovations for pandemic risk management
- Impact on the provision of, and demand for, healthcare
- Changes in economic activity, commodity prices and asset prices
- Increase in government debt and the effect on bond markets
- Changes in investor/policyholder behaviour
- Changes in regulation
- Preparing for the next pandemic.
- Innovations in mortality modelling that can explain or capture shocks and are relevant to the understanding of industry impacts.
This special issue aims to capture leading actuarial thinking as the shape of the new landscape emerges and as we look ahead. Questions regarding the scope of the special issue can be addressed to the Editor-in-Chief, ###a href="mailto:email@example.com">Andreas Tsanakas. The guest editors are:
- Michel Dacorogna (University of Zurich)
- Runhuan Feng (University of Illinois at Urbana-Champaign) ###li
Papers intended for the special issue may be submitted from 1 January 2021 to 30 September 2021. Upon submission via ScholarOne, please indicate that your manuscript is intended for this special issue by selecting ‘Mortality Shocks’ from the dropdown menu in the Special Issue section.
The special issue will appear in 2022, but all papers accepted for publication will be published as FirstView articles when produced.
For further information please see the ###a href="https://www.cambridge.org/core/journals/annals-of-actuarial-science/information">AAS information pages, or contact firstname.lastname@example.org