Research Catalog

Governments and the Market for Longevity-indexed Bonds

Title
Governments and the Market for Longevity-indexed Bonds [electronic resource] / Pablo Antolin and Hans J. Blommestein
Author
Antolin, Pablo.
Publication
Paris : OECD Publishing, 2007.

Available Online

Full text online available onsite at NYPL

Details

Additional Authors
Blommestein, Hans J.
Found In
Financial Market Trends Vol. 2007, no. 1, p. 153-175 1609-6886
Description
28 p.
Summary
Uncertainty about length of life, longevity risk, is a growing financial problem for pension funds and annuity providers. Unfortunately, there is a lack of financial instruments to hedge against this longevity risk, thereby complicating risk management by pension funds and hindering the expansion of the annuity market. Consequently, this paper examines the role of government in promoting a private market solution for longevity hedging financial products. Governments could in principle improve the market for annuities by issuing longevity-indexed bonds and by producing a longevity index. The paper argues that the first public policy role is hampered by the fact that governments are themselves already exposed to significant longevity risk. However, governments could take other steps such as producing a reliable longevity index.
Subject
Finance and Investment
LCCN
10.1787/fmt-v2007-art8-en
OCLC
oecd-lib-000720
Author
Antolin, Pablo.
Title
Governments and the Market for Longevity-indexed Bonds [electronic resource] / Pablo Antolin and Hans J. Blommestein
Imprint
Paris : OECD Publishing, 2007.
Connect to:
http://dx.doi.org/10.1787/fmt-v2007-art8-en
Indexed Term
Finance and Investment
Added Author
Blommestein, Hans J.
Found In:
Financial Market Trends Vol. 2007, no. 1, p. 153-175 2007:1<153 1609-6886
Other Standard Identifier
10.1787/fmt-v2007-art8-en doi
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