1. A Value-at-risk framework for longevity trend risk A discussion paper By S. J. Richards, I. D. Currie and G. P. Ritchie Presented to The Institute and Faculty of Actuaries…

Slide 1Individual Capital Assessment David King 8 th September 2004 # !@ Slide 2 # Contents Regulatory Requirements: Pillar 1 vs Pillar 2 ICA: Implementation Progress ICA:…

Slide 1 The Pricing of Tranched Longevity Bonds Samuel Wills and Prof. Michael Sherris School of Actuarial Studies Australian School of Business The University of New South…

* Mortality Compression and Longevity Risk Jack C. Yue National Chengchi Univ. Sept. 26, 2009 * Summary Motivation What is Mortality Compression Measuring the Mortality Compression…

The Cairns-Blake-Dowd Model Andrew Cairns Maxwell Institute & Heriot-Watt University David Blake Pensions Institute & Cass Business School Kevin Dowd Nottingham University…

The Pricing of Tranched Longevity Bonds Samuel Wills and Prof. Michael Sherris School of Actuarial Studies Australian School of Business The University of New South Wales.…

The Cairns-Blake-Dowd Model Andrew Cairns Maxwell Institute & Heriot-Watt University David Blake Pensions Institute & Cass Business School Kevin Dowd Nottingham University…

* Mortality Compression and Longevity Risk Jack C. Yue National Chengchi Univ. Sept. 26, 2009 * Summary Motivation What is Mortality Compression Measuring the Mortality Compression…