Longevity risk hedging with a population-based index solution

Cedric Fetiveau and Chenye Jia propose a method to measure longevity risk

As longevity risk increased in importance, various de-risking solutions emerged in the capital markets. Buy-outs, longevity swaps and tailored indexes are examples of bespoke solutions that match the risk profile of the underlying pension scheme well. However, the lack of standardisation leads to complexity in execution, difficulty in unwinding and limited distribution capacity.

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