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Climate Risk: A Practical Guide for Actuaries working in Defined Contribution Pensions Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 This report discusses why climate change is a risk facing defined contributions pensions - in terms of physical …

Insurance and Climate Change Risk Management: Rescaling to Look Beyond the Horizon Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - Climate change represents a significant financial risk to the insurance industry, but research has yet to …

Hedging Climate Risk Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - This report presents a simple dynamic investment strategy that allows long-term passive investors to hedge climate risk without sacrificing financial returns. It …

Let's Talk About the Weather: The Impact of Climate Change on Central Banks Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - This paper examines the channels via which climate change and policies to mitigate it could affect a central …

The impact of climate change on the UK insurance sector - A Climate Change Adaptation Report by the Prudential Regulation Authority Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - Climate change is a slow-moving process relative to many …

Impacts of a Changing Climate on Economic Damages and Insurance Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - Weather and climate extremes cause huge economic damages and harm many lives each year (?35000/year). There is evidence that …

Reducing the risk from rapid demographic change Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - The world is entering a period in which the West’s postwar social welfare system is under growing threat as the global demographic structure …

Retirement planning in the light of changing demographics Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 With increasing longevity and decreasing fertility rates, governments and policy makers are increasingly engaged in the question of long term …

Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Due to low fertility rates, rising life expectancies and the aging of the baby boom, Canada’s Old Age …

Demographic Risk And Social Sustainability Of The Pension System Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - In the framework of this study, we have obtained a mathematical model for maintaining the financial sustainability of PAYG …

Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - Euro-area sovereign bond and interbank interest rate spreads rose by more than an order of magnitude in the 2007-2009 …

Modelling the liquidity premium on corporate bonds Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - The liquidity premium on corporate bonds has been high on the agenda of Solvency regulators owing to its potential relationship to an …