Open forum: latest developments in longevity hedging for pension schemes - fully booked
Registration: 17.00 - 17.30
Programme: 17.30 - 19.00
Why attend?
Increasing longevity has adversely affected the finances of pension schemes for many years. 2009 saw the first longevity swaps with pension schemes, whilst 2010 has so far seen increasing interest in these types of transactions both in insurance and derivative format.There are a number of different types of organisations who have been central to these transactions to date. Each of these has their own perspectives and objectives:
- pensions consultants advise the pension schemes and play a central role in the hedging process
- pension schemes want to hedge a risk which has consistently cost them in the past
- investment banks are interested in both structuring and intermediating transactions as well as developing a more standardised market
- insurers and reinsurers are interested in taking longevity risk directly from pension schemes and to be able to manage their exposure.
This session involves individuals from each of these areas talking about their perspectives on this market both now and in the future.
Who should attend?
Longevity hedging is of interest to all pensions actuaries, those working on the liability as well as the investment side. It is also relevant for life insurance, reinsurance or other actuaries involved in the pensions or annuity markets.
To attend please register online by 28 September 2010, or alternatively download the booking form.