Research

Improved portfolios in response to changing survival rates

A longer life expectancy has an impact on the investment portfolios of insurance companies and pension funds. Changes in life expectancy make some products either more or less attractive in terms of risk and return. On the other hand, relatively new products such as longevity swaps can be added to the portfolio, which can help compensate for the uncertainty caused by changes in life expectancy. This research project focuses on improving techniques that enable insurers and pension funds to adapt their portfolios as well as possible in response to these changes.

The research results will be published on this page.

Latest news

September 2023 Authors: Frank van Berkum of the Research Centre for Longevity Risk and the Actuarial Sciences and Mathematical Finance Research Group at the University…