Member's Area

Life & Longevity Markets Association

Welcome to the website of the
Life & Longevity Markets Association

 

The LLMA has been established as a not-for-profit venture in order to promote a liquid traded market in longevity and mortality-related risk.

The LLMA’s members are:
AVIVA, AXA, Deutsche Bank, J.P. Morgan, Morgan Stanley, Prudential PLC and Swiss Re.

Longevity expectations continue to increase across the developed world. As they do, defined benefit pension funds, a primary holder of this risk, are having to recognise it in their actuarial valuations. This increases their liabilities and puts their finances under further pressure.

News Read All LLMA News Feed

28 Jul 2015

2014 Index Data published for England & Wales

LLMA today published 2014 index data for England & Wales

28 Jul 2015

2013 Index Data published for the Netherlands

LLMA today published 2013 index data for the Netherlands

24 Jul 2015

AXA and Morgan Stanley Executives join Life and Longevity Markets Association Board

The Life & Longevity Markets Association (LLMA) has today announced that AXA’s Mohamed Baccouche and Morgan Stanley’s Mark Teeger have joined the LLMA’s Board of Directors.

The Index

The Index is a toolkit for measuring and managing longevity and mortality risk designed for pension plans, sponsors, insurers, reinsurers and investors.

We provide a toolkit for calculating the index that includes:

  • Data for evaluating current and historical levels of mortality and longevity.
  • Sample termsheets for q and S forward

Access the Index