58-B
New Developments in the Modelling of Longevity Risk

Tuesday, April 1, 2014: 10:30 a.m.
Washington Room 2 (Washington Marriott Wardman Park)
This talk will review recent developments in the modelling of
longevity risk. Of particular concern is the need to develop
models that are fit for purpose. Applications range from
simple risk assessments for single annuity populations, through
to more complex situations that involve multiple populations.
We will discuss how to resolve the conflict between the
need for complexity at the level of individual populations
versus the need for robustness in forecasting.
Presentation 1
Andrew J.G. Cairns, Professor, Heriot-Watt University
Handouts
  • ajgc70.pdf (155.4 kB)