Developments in the management of annuity business

Last night an paper on the management of annuities was presented to the Faculty of Actuaries in Edinburgh.  The same paper will be presented again to the Institute of Actuaries on 22nd March in London.

I made some comments during the debate which can be found here.

Previous posts

The cost of uncertainty

In an earlier blog I wrote about how stochastic volatility in run-off increases with age. This applies when you exactly know (or think you know) the current and future mortality rates.
Tags: Filter information matrix by tag: mortality projections, Filter information matrix by tag: ICA, Filter information matrix by tag: Solvency II, Filter information matrix by tag: matching

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