Workshop: Thursday, March 26, 2009

1:00 - 3:00 Workshop: Managing a Portfolio of Longevity Risks

(Registration at 12:45 pm)

Longevity risk can provide an investment portfolio with diversification benefits, but engineering the portfolio to be diversified in itself can be a challenging task. Considerations must be made for the underwriting techniques, types of impairment, and even the prospect of changing longevity estimates. This interactive workshop led by longevity underwriting experts will address the challenges to developing a profitable and diversified portfolio.

What you will learn:

  • Understanding of the calculations used in longevity tables
  • How to recognize and subsequently reconcile imbalances in your portfolio
  • Mechanics of a diversified portfolio of longevity risks

What will be covered

  • Addressing changes to the VBT tables: how do the 2008 VBT tables impact portfolios constructed on 2001 VBT tables
  • Customizing portfolio goals to appropriate risk appetite levels
  • Detail of the medical underwriting and longevity analysis processes Speaker to be announced.