Swiss Re Insurance-Linked Fund Management

PCS - Emerging Risks, New Opportunities



Swiss Re quantifies Canadian longevity risk in new report

25th October 2011

A new Swiss Re Economic Research & Consulting report reveals that Canadian pension funds have a significant amount of longevity risk to which they are exposed. Many public and private pension funds are under-reserved for longevity risks and annuity books also have exposure to the risk of scheme members living longer.

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Exchange traded funds for trading longevity risk?

16th September 2011

The market for longevity risk trading, which many say has huge potential, could use exchange traded funds (ETF’s) as a trading mechanism once the market has enough liquidity, according to this article from When that liquidity will come is a question that the subject of the article Deutsche Börse would like to have answered.

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Longevity; a growing asset class say experts

12th September 2011

As longevity risk becomes increasingly recognised by pension schemes, life insurers and investors its development as an asset class is growing said experts at a recent conference. The UK has been leading the way in the development of longevity risk transfer techniques but interest is growing in the U.S. and around the world as those […]

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Shrinking life reinsurance market to stimulate risk transfer

8th September 2011

A new report published by ratings agency Standard & Poor’s suggests that the traditional life reinsurance market has been shrinking since 2003 and now participants in this market are seeking new, non-traditional ways to stimulate growth. Another trend which is leading S&P to suggest that non-traditional risk transfer could see growth in the life reinsurance […]

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Lack of a reference price hinders longevity risk market

1st September 2011

Yesterday, we wrote about the new report from Swiss Re which discusses the role of state governments in insurance and the role that insurance-linked securities have to play in financing the risks that they face. The report also discusses the longevity risk issue and the role that governments could play in helping to establish a […]

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Longevity hedging for all

17th June 2011

An Aon Hewitt executive told Professional Pensions that even small pension schemes should consider hedging their longevity risks or entering into longevity risk transfer transactions. To date, longevity risk transfer transactions have been large affairs with schemes worth billions involved, but the Aon Hewitt representative suggests that could change.

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