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, Legal & General, Morgan Stanley, Munich Re, Pension Corporation, Prudential PLC, RBS, Swiss Re and UBS.

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

21 Mar 2012

Longevity Indices Launch

LLMA today launched its own set of four longevity indices.

26 Apr 2011

LLMA takes ownership of J.P. Morgans LifeMetric's Index

J.P. Morgan transfers intellectual property to the LLMA to further longevity market development.

09 Dec 2010

AVIVA Joins

LLMA announces that Aviva has joined the Association as a full member, bringing the LLMA‟s membership to eleven.

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