Longevity risk under Solvency II

Longevity risk under Solvency II

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Insurers and pension schemes face longevity risk in the pensions they pay, since a financial loss is incurred if pensioners live longer than expected. However, longevity is different from other risks because one part of the risk lies in the long-term trend taken by mortality rates. In this article we will focus on the risk posed by a long-term trend. A trend here means a sustained pattern of mortality improvements over many years, often decades. Trend risk is where these mortality improvements

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