KSS event – Index Based Longevity Hedging – The Dutch Experience and implications for the UK market (Stirling)
Stirling FK9 4UE
UK
This talk will outline the structure of deals to date in the Dutch market, the challenges in determining the Solvency 2 capital treatment and the work done by the Longevity Risk Transfer Working Party of the Dutch Insurance Association, a proposal for a method for quantification of Basis Risk based on a recent paper “Basis Risk in Index Based Longevity Hedges: A Guide for Longevity Hedgers” by Cairns & El Boukfaoui, and implications for the future both in terms of the UK market and further academic research.
Monday 12th November, 16:45 – 18:00 (17:00 start). Prudential, Craigforth. Free event.
To book your place e-mail: Jane.Hamilton@Prudential.co.uk. Further details can be found here: https://www.actuaries.org.uk/learn-develop/attend-event/kss-event-index-based-longevity-hedging-dutch-experience-and-implications-uk-market