The Cass Business School and Hymans Robertson research team will present their work on a methodology for assessing the basis risk arising from the use of population level mortality indices for managing the longevity risk in pension benefits or annuitant liabilities.
The work is part-funded by the IFoA and the Life & Longevity Markets Association and is being overseen by the Longevity Basis Risk Working Group. The full results will be presented at an IFoA sessional meeting at Staple Inn Hall, London, on 8 December.
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