Electronic copy available at: http://ssrn.com/abstract=1340405 DISCUSSION PAPER PI-0828 Longevity Risk and Capital Markets: The 2007-2008 Update Richard McMinn, Jennifer Wang and David Blake November 2008 ISSN 1367-580X The Pensions Institute Cass Business School City University 106 Bunhill Row London EC1Y 8TZ UNITED KINGDOM http://www.pensions-institute.org/