Article
Dear Actuary: What are demographic and longevity risks?
A primer for plan sponsors on demographic and longevity risks and how they affect public pensions.
The impact of alternative extrapolation methods and assumptions in times of decreasing rates
05 November 2020
An earlier briefing note introduced an alternative extrapolation method as part of the 2020 review of Solvency II regulations. Since then, interest rates have decreased significantly. This paper analyses the impact on the different extrapolation methods.
Explore more tags from this article
About the Author(s)
INSIGHT
Related Milliman Insight
The impact of alternative extrapolation methods and assumptions in times of decreasing rates
This briefing note reviews the impact of lower interest rates on an alternative method that extrapolates long-term interest rates as part of Solvency II regulations.
Maarten Ruissaard, Freek Zandbergen
Milliman and our third party website analytics and performance partners use cookies on our website that collect and use personal information (your IP address) in order to select and deliver statistical data on your use of our website and the pages your visit. By clicking “Accept” you consent to the placement and use of cookies by Milliman and our third party analytics partners for these purposes. Before you consent and in order to understand more details and choices surround how Milliman uses cookies you may click on our Cookie Policy. If you are comfortable accepting Cookies for analytics and performance purposes click “Accept.”
Analytics and Performance
These Cookies are used by us or third-party service providers to analyze how the Sites are used and how they are performing. We use the following service providers and you can learn more about their privacy policies and how to opt-out of their cookies by clicking on these links:
AI Media: Privacy Policy
Google.com: Privacy Policy
These Cookies are necessary for you to access and navigate our sites.
Social...
We use ‘social buttons’ to enable our users to share or bookmark web pages. These are buttons for third party social media sites. We use the following service providers and you can learn more about their privacy policies and how to opt-out of their cookies by clicking on these links:
Facebook.com: Privacy Policy
Google: Privacy Policy
LinkedIn.com: Privacy Policy
Twitter: Privacy Policy