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A partial internal model for longevity risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 This paper proposes a simple partial internal model for longevity risk within the Solvency 2 framework. The model is closely linked to the mechanisms …

Longevity Catalysts Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Presentation to the Society of Actuaries in Ireland. The Longevity Catalysts Working Party has been set up by the UK Actuarial Profession to answer one simple question: "What …

Longevity Bulletin. Issue 03 Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Life expectancy is a fundamental measure of human progress and there is a large amount of literature on the variation of life expectancy between and within countries. A …

Longevity: The Underlying Driver of Retirement Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Americas Baby Boomers are at the threshold of the most widely heralded passage into retirement of any generation. Maturing into senior citizen …

Longevity Risk Quantification and Management: A Review of Relevant Literature Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The Committee on Life Insurance Research, Product Development Section and Reinsurance Section are pleased to make the …

Longevity Risk Pricing Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Longevity risks, i.e., unexpected improvements in life expectancies, may lead to severe solvency issues for annuity providers. Longevity-linked securities provide the desirable …

Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Presented at the 20th Annual Conference of the Caribbean Actuarial Association December 1-3, 2010 at …

Longevity risk management in Singapore's national pension system Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Although annuities are a theoretically appealing way to manage longevity risk, in the real world relatively few consumers purchase them …

Understanding, modeling and managing longevity risk: key issues and main challenges Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this article we investigate the latest developments on longevity risk modelling. We first introduce longevity …

Securitization of longevity risk using percentile tranche methods Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 As a solution to the longevity risks in annuity business we consider securitizations which transfer the risks to the financial …

Longevity Risk and Private Pensions Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) …

Longevity Insurance: A Missing Market Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 More than half of the worlds old live in Asia, and around 35 per cent in India and China alone. As demographic transition proceeds regionally and globally, the …