Schemes should delay longevity swap transactions due to pricing dislocation

Helen Morrissey
clock • 3 min read

Schemes should consider delaying longevity swap transactions as lower rates of mortality improvement have led to a dislocation in pricing says Aon Hewitt.

According to the consultant a decade of smooth and relatively high rates of longevity improvement has become embedded in longevity reinsurers' pricing models. However, the experience since 2011 sug...

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