VaR for longevity trend risk
Last month Stephen, Iain and Gavin presented their paper on putting longevity trend risk into a one-year, value-at-risk (VaR) framework. The presentations were made to audiences of actuaries in Edinburgh and London, and the video of the London debate is now available online. Copies of the opening speech and slides are available for download on the right.
On a related note, InsuranceERM has also published an article on the VaR framework, which is summarised in an earlier posting.
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