Determining longevity trend risk under Solvency II

Published in: Risk Models, Expert papers

Companies: Longevitas

Stephen Richards, Iain Currie and Gavin Ritchie describe a framework for determining how much a longevity liability might change based on new information over the course of one year. The framework can accommodate a wide choice of stochastic projection models, thus allowing the user to explore the importance of model risk

Login
Forgot your password?

To access the premium content on InsuranceERM, you must first sign in to your account

Not registered? Take a free no obligation one-month trial.