Background on the Longevity Risk Transfer Market

17 Fevereiro 2025, 20:30 • Jorge Bravo

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1.       Background on the Longevity Risk Transfer Market

1.1. Long term trends in longevity and drivers of mortality

1.2. Stakeholders in the longevity risk transfer market and market exposure

1.3. Mortality and Longevity: a Risk Management Approach

1.4. Identification: Volatility, Level & Trend uncertainty, Catastrophe Mortality/Longevity risks

1.5. Modeling and Measurement: Deterministic (Sensitivity testing, Scenario testing) vs Stochastic mortality models (Discrete vs. continuous-time models), VaR, Tail-VaR,...

1.6. Risk Management Techniques: Loss Control vs Loss Financing

1.7. Traditional Insurance and Capital Market based solutions to mortality and longevity risks