The risk of longevity and its practical application to Solvency II

Euopean Harmonization for management Purposes = El riesgo de longevidad y su aplicación práctica a Solvencia II : armonización europea para su gestión

Rodríguez-Pardo Castillo, José Miguel

VII International Insurance Prize Julio Castelo Matrán

Introduction -- Longevity risk -- Modeling the longevity risk -- Spanish longevity index -- Longevity risk under Solvency II -- Optimal capital management: RORAC & Capital Allocation -- Longevity mitigators -- Longevity swaps -- Scope -- Contribution to insurance industry, and conclusions