Kai Kaufhold
Partner, Prediction Consulting and Longevity, with NMG Consulting
Articles written by Kai Kaufhold
Mind the gap!
Recognising and quantifying mortality differentials is what experience analysis is all about. Whether you calculate traditional A/E ratios, graduate raw rates by formula (Forfar et al. 1988), or fit a statistical model (Richards 2012), the aim is always to find risk factors influencing the level of mortality.
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.