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Eleventh International Longevity Risk and Capital Markets Solutions Conference.

Monday 7, Tuesday 8 & Wednesday 9 September 2015

Additional research day on Monday 7 September 2015
Lyon, France

Host: Institut de Science Financière et d'Assurance (ISFA), Université Lyon 1, Lyon, France.

Laboratoire de Science Financière et d'Assurances, Lyon.
Laboratoire de Probabilités et Modéles Aléatoires, Université Pierre et Marie Curie, Paris.
Pensions Institute, Bayes Business School, City University, UK.
LoLitA (Longevity with Lifestyle Adjustments) ANR research project team.

Venue: Cité internationale, Lyon, France.

The key theme of Longevity 11 is "The Advantages and Disadvantages of Indexed vs Indemnity Longevity Hedges"

The ageing population and increases in longevity have drawn attention to the management of longevity risk in pension funds, life insurers and health insurers. Governments face the challenge of financing an ageing population with longer life spans and providing an environment conducive to private market solutions. Reinsurers and financial market innovations such as securitisation are critical components in the management of longevity risk.

Leading international industry and academic representatives from different fields, as well as policy makers, will meet and discuss not only the assessment of longevity risk, but also the market and government developments and responses needed by pension funds and insurance companies to manage this risk.

Registration is now opened and accommodation and travel details are posted.

A Special Issue of the leading journal Insurance: Mathematics and Economics will publish a selection of the best academic papers presented at the conference. Preference will be given to those papers that address the theme of this year's conference. The closing date for submissions to the Special Issue will be 31 December 2015. All submitted papers will be subject to the rigorous reviewing process of Insurance: Mathematics and Economics.

Submission for papers are closed.

For more information on Longevity 11, please contact Prof. Stéphane Loisel and Prof. Nicole El Karoui at [email protected].

There remain some sponsorship opportunities for Longevity 11, interested potential partners may contact the organizers at [email protected].