Longevity swap: Difference between revisions

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A longevity swap is a derivative contract that offsets the risk of defined benefit pension scheme members living longer than expected.
A longevity swap is a derivative contract that offsets the risk of defined benefit pension scheme members living longer than expected.
It is a form of longevity hedge, protecting against the potentially adverse effects of longevity risk.




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*[[Inflation swap]]
*[[Inflation swap]]
*[[Longevity]]
*[[Longevity]]
* [[Longevity Annuity]]
* [[Longevity hedge]]
*[[Member]]
*[[Member]]
*[[Swap]]
*[[Swap]]


[[Category:Manage_risks]]
[[Category:Manage_risks]]

Latest revision as of 21:56, 25 February 2025

Pensions risk management.

A longevity swap is a derivative contract that offsets the risk of defined benefit pension scheme members living longer than expected.

It is a form of longevity hedge, protecting against the potentially adverse effects of longevity risk.


See also