Longevity Basis Risk A methodology for assessing basis risk

This technical report details the methodology developed on behalf of the LBRWG to assess longevity basis risk. A user-guide which provides a high level summary of this report has also been produced. Together these documents form the key outputs of the first phase of a longevity basis risk project commissioned and funded by the IFoA and the LLMA, and undertaken on our behalf by Cass Business School and Hymans Robertson LLP