Longevity hedge: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add links.) |
(Improve linking.) |
||
| Line 13: | Line 13: | ||
*[[Inflation swap]] | *[[Inflation swap]] | ||
*[[Longevity]] | *[[Longevity]] | ||
*[[Longevity swap]] | * [[Longevity Annuity]] | ||
* [[Longevity swap]] | |||
*[[Member]] | *[[Member]] | ||
*[[Swap]] | *[[Swap]] | ||
[[Category:Financial_products_and_markets]] | |||
[[Category:Identify_and_assess_risks]] | [[Category:Identify_and_assess_risks]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Latest revision as of 21:56, 25 February 2025
Pensions risk management.
A longevity hedge is a risk management instrument or technique that offsets the risk of defined benefit pension scheme members living longer than expected.
One example is a longevity swap.
