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KSS event – Index Based Longevity Hedging

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

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

Registration 5pm
Talk 5.30-6.30pm



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

Nearest Public Transport