Resources
- Longitude Solutions, Research Paper, “Pension Fund ALM: Can pension funds stabilize funding levels and improve long-term return by hedging longevity risk?”
- Article from Trading Risk – Longitude Solutions appoints Netherlands-based experts
- Avery Michaelson, Panelist, Club Vita hosted Webinar, ” Index-based longevity risk transfers – is the time ripe?”, 2018
- Avery Michaelson, Speaker, 14th International Longevity Risk and Capital Markets Solutions Conference, “Increasing Longevity Investment Opportunities”, 2018 (Presentation)
- Artemis, “NN Life gets index-based longevity hedge from Hannover Re”, 2017
- Longitude Solutions, Press Release, “Longitude Solutions Advises on Dutch Longevity Transaction”, 2017
- Avery Michaelson, Author, “Strategy for Increasing the Global Capacity for Longevity Risk Transfer: Developing Transactions That Attract Capital Markets Investors”, Journal of Alternative Investments, 2013
- Avery Michaelson, Speaker, 11th International Longevity Risk and Capital Markets Solutions Conference, “Indexed vs. Indemnity Longevity Hedges”, 2015
- Avery Michaelson, Speaker, 5th Annual Latin American Insurance and Reinsurance Forum, “Discussing the Potential of ILS and Alternative Capital as Re/insurance Penetration Grows and Regulation Increases”, 2016
- David Schrager, Speaker, Equity-Based Guarantees Conference, “VA Risk Management”, 2010
- David Schrager, Speaker, VBA ALM Conference, “Hedging in practice”, 2015
- David Schrager, Academic Author Page, 4 papers on pricing interest rate and mortality-linked products
- David Schrager, Author, “Volatility, a new trend in risk management?”, The Actuary, 2006
- David Schrager, Author, “Replicating Portfolios for insurance liabilities”, The Actuary, 2008
- David Schrager, Author, “Hedging Complex Cross-Gamma Exposures: An Elegant Vanilla Alternative”, The Actuary, 2014
- David Schrager, Presentation, “Longevity Risk in a Pension Fund ALM Context”, Topquants Autumn Event, 2019
- David Schrager, Research Paper, “Longevity Risk: A historical perspective on reserve deficits due to longevity”, 2020
- “Basis Risk in Index Based Longevity Hedges: A Guide For Longevity Hedgers”, Andrew J.G. Cairns and Ghali El Boukfaoui, Co-Authors, Self Published, 2016