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THE KEY THE KEY z It’s expensive for ANYONE to self-insure longevity risk 0 100 200 300 400 500 600 700 800 Monthly Life Income at 65 from $100,000 Balance 4% withdrawal Payout to age 100 (5% interest) Retail life annuity Institutional annuity

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Page 1: Longevity risk

THE KEYTHE KEYIt’s expensive for ANYONE to self-insure longevity risk

0100200300400500600700800

Monthly Life Income at 65 from$100,000 Balance

4% withdrawal

Payout to age 100(5% interest)Retail life annuity

Institutional annuity

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1 The 3rd International Longevity Risk and Capital … · The 3rd International Longevity Risk and Capital Market Solutions Symposium, Taipei 2 The 3rd International Longevity Risk

Understanding Modeling and Managing Longevity Risk

Longevity risk

The Challenge of Longevity Risk - the Conference Exchange€¦ · Limited Capital Market participation in Longevity risk to date - Term of Longevity risk a particular challenge to

Our New ‘Old’ Problem -Pricing Longevity Risk in Australia · 2011. 9. 5. · 5. Longevity Risk Transfer and Hedging 34 5.1 Recognition of Longevity Risk 34 5.2 Requirements for

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The Cost of Counterparty Risk and Collateralization in ... · The Cost of Counterparty Risk and Collateralization in Longevity Swaps 5 for example, longevity risk exposures are more

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9 is longevity an insurable risk esp

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MORTALITY ASSUMPTIONS LONGEVITY RISK€¦ · ASSUMPTIONS LONGEVITY RISK Pablo Antolin OECD Financial Affairs Division . 9 th ... result from using mortality projections models instead