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Deutsche Börse Xpect Indices

Longevity risk made transparent

Xpect® Indices act as general evaluation benchmarks for liability-based longevity risks and as basis for financial products to enable the transfer of longevity risk. Life insurance companies and pension funds can thus increase their capital market efficiency by lowering their required risk capital.

In order to serve all customer needs, Xpect Indices are calculated for closed portfolios (Xpect Cohort Indices), for open portfolios (Xpect Age Indices) and upon request for customer portfolios (Xpect Portfolio Index).

All Xpect Indices are based on data from Xpect Data which are provided as generation life tables. Currently, standardized Xpect Cohort and Xpect Age Indices for Germany and the Netherlands are published on this website and via data vendors.

The Xpect indices are disseminated via the information products 'Deutsche Börse Indices and Xetra ETF' and 'Customized and Focus Indices'. You can obtain market data either directly via Deutsche Börse AG, or indirectly via information providers (vendors).

Attachments
Title Type Size
Guide to the Xpect Indices of Deutsche Börsepdf75 KB
Factsheet Xpect Indicespdf76 KB
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