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KSS event – Index Based Longevity Hedging

Monday 18 March 2019 17:00

Spaces available

This KSS talk on Index Based Longevity Hedging  -  The Dutch Experience and implications for the UK market will cover the structure of deals to date in the Dutch market; the challenges in determining the Solvency 2 capital treatment for such deals and the work done by the Longevity Risk Transfer Working Party of the Dutch Insurance Association; a proposal for a method for quantification of Basis Risk based on a recent paper “Basis Risk in Index Based Longevity Hedges: A Guide for Longevity Hedgers” by Cairns & El Boukfaoui, and implications for the future, both in terms of the UK market and further academic research. To book please email caitlin.stronach@royallondon.com

Presenters Alan Rae (Longitude Solutions) and Professor Andrew Cairns (Heriot Watt University)

Registration 5pm
Talk 5.30-6.30pm

Location

Address

Royal London
St Andrew House, 1 Thistle St, Edinburgh EH2 1DG

Nearest Public Transport

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Pricing information

Free to attend

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