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KSS event – Index Based Longevity Hedging – The Dutch Experience and implications for the UK market (Stirling)

When:
November 12, 2018 @ 4:45 pm – 6:00 pm
2018-11-12T16:45:00+00:00
2018-11-12T18:00:00+00:00
Where:
Prudential, Craigforth
Stirling FK9 4UE
UK
Cost:
Free
Contact:
Jane Hamilton
KSS event - Index Based Longevity Hedging - The Dutch Experience and implications for the UK market (Stirling) @ Prudential, Craigforth | Scotland | United Kingdom

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