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KSS event – Index Based Longevity Hedging - The Dutch Experience and implications for the UK market

Monday 12 November 2018 17:00 - 18:00

Spaces available

This talk will outline the structure of deals to date in the Dutch market, the challenges in determining the Solvency 2 capital treatment 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.

Presenters

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

Registration 16.45
Talk begins 17.00
Talk ends 18.00

 

Location

Address

Prudential, Craigforth, FK9 4UE

Nearest Public Transport

Stirling Railway Station 

Bus route 59

Pricing information

Free

Book Now

Register by emailing Jane.Hamilton@Prudential.co.uk