Monday 18 March 2019 17:00
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