本文总结了长寿风险的稳健对冲与稳健管理技术的最新研究成果,特别概述了人口寿命与死亡率的预测方法和长寿风险对冲工具的发展近况和长寿风险定价方法,详细分析了长寿风险对冲过程中不稳健性的来源和长寿风险稳健性对冲技术的最新研究进展。最后,通过对长寿风险稳健对冲与稳健管理技术的最新研究进展进行综述和评析,期望为后续长寿风险的稳健对冲与稳健管理技术的研究提供文献和理论基础。
The topic of longevity risk management has attracted a great deal of attention in academics and industries. And the capital market for managing longevity risk is witnessing fast development. Researches on longevity risk' s hedging techniques and management means have also made long-stride progress. However, the concept of robust longevity risk management and robust hedging of longevity risk is just proposed not long ago. The paper reviewed the most recent research results on robust longevity risk management and robust hedging techniques, particularly the projecting method for a population' s life expectancy and mortality rate, the current hedging tools, and longevity risk pricing method. It made a detailed analysis on the sources of un-robustness of longevity risk hedging and the most recent progress in the research on robust hedging techniques. With such a thorough review and analysis of the current achievement in the research on robust hedging and management techniques, hopefully the paper will offer a literature reference and theoretic grounding for further studies.