Managing Longevity Risk

London
6 & 7 September 2010

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Learning outcomes:

• Assess the impact of Solvency II on longevity swaps
• Explore the sustainability of current longevity trends
• Estimate economic capital requirements
• Examine and understand the structures available to transfer longevity risk
• Investigate current approaches to estimating life expectancy
• Examine the evolution of the longevity swap market

Course dates & venues

Course tutors

• Steven Baxter, Longevity Consultant, CLUB VITA LLP
• Matthias Boerger, Researcher and Actuarial Consultant, ULM UNIVERSITY & IFA ULM
• David Epstein, Executive Director, J.P. MORGAN
• Michaela Grimm, Senior Economist, ALLIANZ SE
• Farzana Ismail, Consulting Actuary, MILLIMAN
• Soren Fiig Jarner, Chief Scientific Officer, ATP
• Joseph Lu, Mortality Risk Actuary, LEGAL & GENERAL
• Philip Simpson, Principal and Consulting Actuary, MILLIMAN
• Tiziana Torri, R&D Actuary, SCOR