Longevity/mortality

News/comment

Longevity risk has been overestimated, says RMS

13 July 2010

Longevity risk has been overestimated, says RMSNew model shows insurers may hold too much capital

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Rothesay Life completes £1.3bn BA pension deal

02 July 2010

Provides protection for longevity risk

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Aegon to withdraw from some businesses

22 June 2010

Aegon to withdraw from some businessesAims to increase return on capital by 7% in UK business

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Longevity swaps information source launched

17 June 2010

Tullett Prebon links up with Deutsche Börse

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US pension plans' funded status hit

07 June 2010

US pension plans' funded status hitFalling interest rates and equity values take their toll

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Current longevity deals exclude potential buyers

27 May 2010

By Reuters News

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Latest illiquidity premium proposal welcomed

24 May 2010

A step in right direction, says industry expert

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Demand for pension scheme de-risking to outstrip supply

12 May 2010

LCP predicts £15bn of new business to be written this year

Analysis

The pros and cons of longevity hedging

30 June 2010

The pros and cons of longevity hedgingRemoving, or at least reducing, risk is now a priority for pension schemes. But mitigating longevity risk doesn’t always have to involve hedging or swaps, explains Steve Hood

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Inefficient inputs lead to outmoded outputs

17 June 2010

Inefficient inputs lead to outmoded outputsMisleading assumptions often lead to inaccurate actuarial valuations of DB pension liabilities. Result: inefficient hedging strategies and an inappropriate contribution rate, says James Mushin

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Modelling infectious disease risk

20 January 2010

Modelling infectious disease riskThe entire realm of possible pandemic characteristics can be quantified using historical data, as well as established principles of epidemiology, virology and mathematical analysis and modelling, explains Dr Maura Sullivan

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Allure of longevity swaps grows for pension plans

27 July 2009

Competition between insurance and capital market providers of longevity solutions for pension plans will drive further innovation and possibly pricing, explains Jerome Melcer.

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Pensions ready for longevity solutions

19 May 2009

Banks have been touting the virtues of longevity swaps to pension funds for years. Now that the first deal has appeared, John Ferry asks, Will the market burgeon?

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Life remains in the longevity market

15 December 2008

The buyout market may be challenging but there are some attractive opportunities to transfer risk, and the case for longevity protection is strengthening, argues Gordon Fletcher

Opinion

Mortality methodology focuses more on the future

22 April 2010

Mortality methodology focuses more on the futureCollaboration between scientific and medical researchers and professionals in the insurance and pensions industries is bringing new insights into possible improvements in longevity and how they can be achieved, explains Daniel Ryan

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DB pension risk management needs a revolution

14 April 2010

DB pension risk management needs a revolutionTimeliness of information is a major issue but new technology is now available to address this, explains Darren Best