News/comment

Longevity risk has been overestimated, says RMS

13 July 2010

New model shows insurers may hold too much capital

Published in: Longevity - mortality

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Rothesay Life completes £1.3bn BA pension deal

02 July 2010

Provides protection for longevity risk

Published in: Longevity - mortality

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Aegon to withdraw from some businesses

22 June 2010

Aims to increase return on capital by 7% in UK business

Published in: Corporate strategy, Capital - models, Longevity - mortality

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Longevity swaps information source launched

17 June 2010

Tullett Prebon links up with Deutsche Börse

Published in: Longevity - mortality

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US pension plans' funded status hit

07 June 2010

Falling interest rates and equity values take their toll

Published in: Investment risk, Longevity - mortality

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Current longevity deals exclude potential buyers

27 May 2010

By Reuters News

Published in: Longevity - mortality

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Latest illiquidity premium proposal welcomed

24 May 2010

A step in right direction, says industry expert

Published in: Longevity - mortality, Regulation - supervision

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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

Published in: Longevity - mortality

Analysis

The pros and cons of longevity hedging

30 June 2010

Removing, 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

Published in: Longevity - mortality

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Inefficient inputs lead to outmoded outputs

17 June 2010

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

Published in: Investment risk, ALM, Longevity - mortality

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Modelling infectious disease risk

20 January 2010

The 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

Published in: Longevity - mortality, Cat risk - ILS

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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.

Published in: Longevity - mortality

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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?

Published in: Longevity - mortality

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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

Published in: Investment risk, Longevity - mortality