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Discounting longevity trend risk

Establishing the capital requirement for longevity trend risk is a thorny problem for insurers with substantial pension or annuity payments.
Written by: Stephen RichardsTags: Filter information matrix by tag: Solvency II, Filter information matrix by tag: ICA, Filter information matrix by tag: longevity trend risk, Filter information matrix by tag: yield curve

Ahead of the curve

In an earlier post we looked at the implications for savers of the historically low interest rates in the UK. Low interest rates are a policy response to the unusual economic conditions in which the developed world currently finds itself.
Written by: Stephen RichardsTags: Filter information matrix by tag: interest, Filter information matrix by tag: yield curve