Keywordsmortality; fan charts; longevity risk; parameter risk; dynamic risk measures; time consistency; iterated risk measures; pension liability; solvency capital; largest claims reinsurance; excess of loss reinsurance; ruin probability; ruin time; compound Poisson risk model; heavy tails; Lévy insurance risk process; pensions; Defined Contributions; guaranteed rate; option theory; Margrabe formula; risk sharing; medical insurance; adverse selection; defined contribution; defined benefit; risk-sharing; pension; life insurance; replicating portfolio; market consistent valuation; cash flow matching; fair value; stochastic Fermat–Torricelli problem; mortality data; biclustering; cohort effect; lee-carter model; cairns-blake-dowd model; backtesting; mortality forecast; n/a
