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.
To read more about our published research, please visit the Discussion Papers and Journals sections of our website.
