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