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

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