Description: Identifies current trends and considerations when setting the mortality improvement assumption for individual life insurance in the US.

Description: Pricing longevity swap reinsurance transactions consists of a number of different actuarial tasks, each of which hides potential pitfalls. The article outlines the pricing process, which includes a detailed analysis of current mortality experience of the portfolio to be transferred, choice and calibration of an appropriate model for mortality improvement trends and the calculation of a risk margin which reflects the uncertainty associated with the pricing best-estimate, which includes mis-estimation risk, model risk, longevity basis risk and stochastic uncertainty.

Description: Feature article discussing the events of the recent Living to 100 Symposium.

Description: Feature article with helpful hints on video conferencing and more!

Description: This article is an interview with Emma McWilliam about her book, Longevity Risk. The author has expertise in longevity and annuities having worked on the first bulk annuity transfers in the market, advising on the acquisition of blocks of annuities, setting longevity pricing bases, assisting on the risk management of annuities, and developing longevity bond and swap structures for the transfer of risk to the capital markets.

Description: Effective risk management of a portfolio demands accurate and succinct models which explain the main risk factors. We look at the various requirements we demand of a model, and find that they can all be met with an import from medical statistics: survival models.

Description: This article discusses how understanding the drivers of mortality and morbidity is essential for identifying and developing suitable business opportunities.

Description: The article is based on a range of industry insights, and provides readers with a broad overview of the emerging markets, industry trends, and challenges.

Description: Life reinsurance activity in Bermuda has experienced rapid growth in recent years. This article explores the key drivers of this growth.

Description: Average life expectancy has increased throughout the ages, but can this life expectancy trend continue indefinitely? From Reinsurance Section News, May 2005, Issue No. 55.