Longevity
Insurers eye longevity swap market
Swap shop
The periodical problem
The periodical problem
Longevity modelling must evolve
Longevity modelling must evolve
Internal models can cut capital requirements for longevity and mortality risk – RMS
Standard formula for mortality and longevity risk a 'crude' measure, says Risk Management Solutions
Governments should support development of longevity risk market – IMF
Governments should support development of longevity risk market – IMF
Significant longevity issue in China but third-party risk transfer ‘some way off’
China is greying quickly, but low penetration of pensions and life insurance mean little likelihood of a UK-style longevity swap market emerging
New longevity indexes ‘a step forward’ in developing tradable market but challenges remain
New longevity indexes ‘a step forward’ in developing market but challenges remain
Longevity risk transfer market ‘set to boom’ in Japan
Accounting and regulatory changes will drive demand, say participants
Aegon €12 billion longevity swap ‘shows appetite of capital market for diversifying assets’
Aegon €12 billion longevity swap ‘shows appetite of capital market investors for diversifying assets’
Rolls-Royce longevity swap highlights growing cross-border appetite of reinsurers
Rolls-Royce longevity swap highlights growing cross-border appetite of reinsurers
Rolls-Royce completes £3bn longevity swap deal
Deal is latest in longevity swap trend that has seen more than £11 billion in pension scheme liability risks transferred to banks and insurers
Companies fail to address increasing scheme member longevity
For every extra year a pension scheme member lives, liabilities increase 3%, according to Club Vita's Gaches
Swiss Re: pharmaceutical and care-home sectors could provide capacity for longevity swaps
Swiss Re: pharmaceutical and care-home sectors could provide capacity for longevity swaps
US pension regulation reform will increase focus on risk management
US pension regulation reform will increase focus on risk management
Longevity swaps 'a natural hedge' for pharmaceutical and care home industries, says Swiss Re
Longevity swaps could acts as a ‘natural hedge’ for pharmaceutical and care home industries, according to Swiss Re
ITV completes £1.7 billion longevity swap with Credit Suisse
Trustee chairman Graham Parrott says the deal removes "significant risk" from the television company's pension scheme
Pension scheme risk transfer deals up 400% on past quarter
Several longevity swap transactions are in the pipeline despite market turmoil, says Hymans Robertson's Patrick Bloomfield
US funds seeing ‘increasing demand’ for pension risk management
Pension funds in the US are becoming increasingly aware of the need for pension risk management and pension risk transfers, as new pension regulations are implemented
Video: De-risking pension liabilities
Emanuel Eftimiu speaks to Kelvin Wilson, associate director, Grant Thornton about defined pension fund liabilities and what they mean for private equity buyers.
Theory to practice - Book review: Longevity Risk
Theory to practice
Rothesay offloads longevity risk to US
Rothesay offloads longevity risk to US
Gender discrimination ruling leaves annuity providers confused over capital
UK annuities providers cannot price for gender, but must still reserve capital for it