Longevity
Credit Suisse looks to enter Dutch longevity market
Credit Suisse looks to Dutch longevity
Netherlands heralded as next longevity market
An €11 billion increase in the liabilities of the top four Dutch pension funds owing to life expectancy improvements could see a longevity swap deal agreed in the Netherlands
RSA: anatomy of a longevity swap
The long game
JP Morgan completes first longevity swap on non-retirees
JP Morgan completes first longevity swap on non-retirees
High cost of longevity derisking sees ABP consider alternative hedges
Europe’s largest pension fund is priced out of longevity securities market but looks to investments linked to the elderly as longevity hedge
Swiss Re calls for governments to issue longevity bonds
Leading provider of longevity derisking calls for governments to enter the market
House of the year: Deutsche Bank
Risk awards 2011
Insurance risk manager of the year: Metlife
Risk awards 2011
Corporate risk manager of the year: BMW
Risk awards 2011
Swiss Re launches inaugural trend risk securitisation
Swiss Re launches inaugural trend risk securitisation
Unrealistic pricing expectations impede development of longevity swap market
Price expectations have played a crucial role for the relatively small number of longevity swap deals that have so far been completed
Longevity swaps and the bulk purchase annuity market: Video interview with Simon Gadd, Legal & General’s head of annuities
Longevity swaps have yet to move into the mainstream – but bulk buyouts could be set return to favour
OECD to launch longevity risk project
Programme to include regulatory framework required to develop life tables for pension funds and insurance companies
Life settlements – too good to be true?
Too good to be true?
Video: Simple is a good starting point - the LLMA explains its pricing framework proposals
Guy Coughlan talks to Life & Pension Risk about the LLMA's longevity derivative pricing framework - and how to stimulate the market
LLMA attempts to stimulate longevity market with pricing framework
Industry body seeks to create benchmark price level to expand market participation
Assessment of longevity risk under Solvency II
As the implementation of Solvency II looms, the calibration of the standard formula remains a controversial issue as the industry runs the fifth quantitative impact study. But the current design overshoots the one in 200 year confidence level.
Scor eyes UK pension funds’ longevity risk
Reinsurer Scor becomes the latest firm to enter the longevity arena
Basis risk no barrier to longevity securitisation say experts
Academics and JP Morgan team show how to mitigate exposure from differences between population mortality rates
Morgan Stanley and UBS boost LLMA membership to 10
Life & Longevity Markets Association gains momentum
The longevity challenge of care annuities
For most of the life industry, getting policyholder longevity predictions accurate to a few months of the realised experience would be cause for celebration. But for care annuity provider Partnership, this level of accuracy could be disastrous. Aaron…
Subdued times for buyouts
Dan DeKeizer, chief executive of MetLife Assurance, talks to Alexander Campbell