Longevity: a new asset class

Article Properties
Cite
Blake, David. “Longevity: A New Asset Class”. Journal of Asset Management, vol. 19, no. 5, 2018, pp. 278-00, https://doi.org/10.1057/s41260-018-0084-9.
Blake, D. (2018). Longevity: a new asset class. Journal of Asset Management, 19(5), 278-300. https://doi.org/10.1057/s41260-018-0084-9
Blake, David. “Longevity: A New Asset Class”. Journal of Asset Management 19, no. 5 (2018): 278-300. https://doi.org/10.1057/s41260-018-0084-9.
Blake D. Longevity: a new asset class. Journal of Asset Management. 2018;19(5):278-300.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds North American Actuarial Journal
  • Social Sciences: Finance
 31 2014
10.1023/A:1022425317536 Biogerontology
  • Medicine: Medicine (General)
  • Medicine: Internal medicine: Special situations and conditions: Geriatrics
  • Science: Biology (General): Genetics
 2003
Broken Limits to Life Expectancy Science
  • Science: Science (General)
 1,343 2002
If Humans Were Built to Last Scientific American
  • Science: Science (General)
  • Technology: Technology (General): Industrial engineering. Management engineering
 19 2001
Survivor Bonds: Helping to Hedge Mortality Risk Journal of Risk and Insurance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 219 2001
Citations
Title Journal Journal Categories Citations Publication Date
De-risking in multi-state life and health insurance

 Annals of Actuarial Science
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Finance
  • Science: Mathematics
 2024
Optimal dynamic longevity hedge with basis risk European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 1 2022
Collective longevity swap: A novel longevity risk transfer solution and its economic pricing Journal of Economic Behavior & Organization
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2022
Market pricing of longevity-linked securities Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1 2020
Optimal Dynamic Longevity Hedge with Basis Risk SSRN Electronic Journal 2020
Citations Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science3
Social Sciences: Commerce: Business2
Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Statistics2
Science: Mathematics2
Technology: Manufactures: Production management. Operations management1
Technology: Technology (General): Industrial engineering. Management engineering1
Technology: Engineering (General). Civil engineering (General)1
Social Sciences: Finance1
Social Sciences: Sociology (General)1
The category Social Sciences: Economic theory. Demography: Economics as a science 3 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Market pricing of longevity-linked securities and was published in 2020. The most recent citation comes from a 2024 study titled De-risking in multi-state life and health insurance. This article reached its peak citation in 2022, with 2 citations. It has been cited in 5 different journals. Among related journals, the Annals of Actuarial Science cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year