Longevity Risk

Content type

Practice Areas

Publication Types

Content type	Date Sort descending	Title	Tags
ERM Resource	29/07/2015	Population ageing and fiscal sustainability of Finland: a stochastic analysis	fiscal sustainability longevity Longevity Risk No category public finance stochastic simulations Uncertainty
ERM Resource	29/07/2015	Longevity: Trends, uncertainty and the implications for pension systems	Defined Benefit Defined Contribution longevity Longevity Risk No category Pensions risk transfer
ERM Resource	29/07/2015	A partial internal model for longevity risk	Danish longevity benchmark Longevity Risk longevity stress model Mortality Risk Management Tools and Techniques Solvency 2 systematic and unsystematic risk
ERM Resource	29/07/2015	Longevity Catalysts	catalysts longevity Longevity Risk No category
ERM Resource	29/07/2015	Longevity Bulletin. Issue 03	longevity Longevity Risk No category variation. Life expectancy
ERM Resource	29/07/2015	Longevity: The Underlying Driver of Retirement Risk	Longevity Risk Longevity risk No category Retirement risk management Robustness Stochastic mortality models
ERM Resource	29/07/2015	Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II	longevity Longevity Risk Risk Management Tools and Techniques securitisation Solvency II swaps
ERM Resource	29/07/2015	Longevity Risk Quantification and Management: A Review of Relevant Literature	Literature Review longevity Longevity Risk No category
ERM Resource	29/07/2015	Longevity Risk Pricing	longevity Longevity Risk No category risk premium
ERM Resource	29/07/2015	Longevity risk management in Singapore's national pension system	adverse selection crowd out Defined Contribution Longevity Risk moneys worth No category payout annuity pension public provision retirement income
ERM Resource	29/07/2015	Understanding, modeling and managing longevity risk: key issues and main challenges	incomplete market Life Insurance long term interest rate Longevity Risk Longevity risk Pensions population dynamics.regulation Risk Management Tools and Techniques risk transfer securitization stochasticmortality
ERM Resource	29/07/2015	Securitization of longevity risk using percentile tranche methods	Longevity Risk Longevity Risks No category Percentile Tranches.risk transfer securitization Survivor Bonds
ERM Resource	29/07/2015	Longevity Risk and Private Pensions	Demographic forecast; mortality and life expectancy; life tables; longevity risk histograms Longevity Risk retirement; private pensions; defined-benefit pension plans; Lee-Carter models; Monte Carlo methods Risk Management Tools and Techniques
ERM Resource	29/07/2015	Longevity Insurance: A Missing Market	Annuity; Retirement; Pension; Longevity Risk Longevity Risk No category securitisation
ERM Resource	29/07/2015	Longevity and disability risk analysis in enhanced life annuities	Demographic risks Long Term Care covers Longevity Risk No category risk reserve risk-based solvency requirements stop-loss reinsurance.