Difference between revisions of "Longevity swap"

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

Latest revision as of 21:42, 19 December 2019

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