Longevity and Mortality Risk Management 2010

Perfecting quantification of mortality and longevity risk to allow profitable risk transfer

Precisely modelling human life has become ever more challenging, putting increasing pressure on longevity and mortality measurement techniques to improve. Data availability and quality are a growing concern for market participants and as a result models are in danger of failing to spot the trends in the market. Alongside this regulation in the form of Solvency II poses an ongoing challenge to the capital requirements for life insurance companies.

This marcus evans conference will bring the key experts in longevity and mortality risk management together to debate solutions to the growing issues surrounding data and therefore modelling accuracy. The conference will look to answer the ever increasing question of how to offset risk in mortality and longevity. Alongside this we will discuss how a profit can be made in the new trading environment surrounding mortality and longevity risk transfer products.

key conference topics

• Panel Discussion: Discussing the demand for improved data availability/quality
• Case Study: Revealing complications with understanding Solvency II
• Panel Discussion: Mortality and Longevity: Discussing the complications in an uncertain market
• Case Study: Hedging systematic mortality risk with mortality derivatives
• Panel Discussion: Liquid trading platform: Discussing the impact on the longevity and mortality market