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Kennisbank • Frank van Berkum

Longevity risk and the Solvency II standard formula: a misaligned perspective

EU insurers are required to assess the appropriateness of the Solvency II Standard Formula (SII SF) for their portfolios. For longevity risk, this presents a challenge: the SII SF shock is calibrated using multi-year uncertainty, while the SCR is defined as a one-year Value-at-Risk of the Own Funds.

Modelleren Magazine De Actuaris Solvency II Verzekeraars Longevity
Kennisbank • Prof. dr. John Einmahl

Can we possibly live to 1000 years?

We consider the fundamental question whether the probability distribution of the human lifespan has a finite endpoint or not and, if so, whether this upper limit changes over time and of course also how to estimate it. Crucially,

Levensverwachting Magazine De Actuaris Statistiek Longevity
Kennisbank • Jennifer Baker

Diversification is the key to surviving a crisis

Canada Life Re, a division of The Canada Life Assurance Company, has operations in Canada, the US, and Europe. It has over C$20B of capital and AA ratings from most of the agencies.

Verzekeringen Crisis Magazine De Actuaris Longevity Reinsurance
Kennisbank • Mike Mansfield

LGBT retirement preparations amid social change

In the Netherlands, we are fortunate to live in a predominantly tolerant society, where people are accepted for who they are. Throughout history, this has not always been the case, and is still not the case in many countries around the world.

Magazine De Actuaris Longevity Pension Retirement Society Diversity

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Longevity risk and the Solvency II standard formula: a misaligned perspective

Can we possibly live to 1000 years?

Diversification is the key to surviving a crisis

LGBT retirement preparations amid social change