Longevitas input format
Gavin previously described the sort of data required for analysing a portfolio's mortality experience, such as with our flagship Longevitas service. However, we have found that even those who do not use Longevitas themselves often need to create files for partners who do. We have therefore made available on the right an Excel spreadsheet describing how to create input files for uploading into Longevitas.
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A benchmark for longevity swap prices
What should a reinsurer charge for longevity risk? Is it possible to benchmark longevity swap prices? One answer to these questions comes from an unlikely source: European Solvency II.
Haircut or hedge-trim?
Richard Willet's observation last year on the restatement of population estimates was picked up again recently by the BBC. Amongst the implications of the missing nonagenarians are some potentially interesting consequences for index-based longevity hedges.
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