Image from Google Jackets

Longevity Risk and Private Pensions [electronic resource] / Pablo Antolín = Risque de longévité et pensions privées / Pablo Antolín

By: Material type: ArticleArticleSeries: OECD Working Papers on Insurance and Private Pensions ; no.3.Publication details: Paris : OECD Publishing, 2007.Description: 27 p. ; 21 x 29.7cmOther title:
  • Risque de longévité et pensions privées
Subject(s): Other classification:
  • G23
  • C32
  • C15
  • J11
  • J32
  • J26
Online resources: Abstract: This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable because it permits to attach probabilities to different forecasts. In this regard, the paper provides the results of estimating the Lee-Carter model for several OECD countries. Furthermore, it conveys the uncertainty surrounding future mortality and...
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Home library Collection Call number Status Date due Barcode Item holds
Working Paper Biblioteca Digital Colección OECD OECD 261260613084 (Browse shelf(Opens below)) Not For Loan
Total holds: 0

This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable because it permits to attach probabilities to different forecasts. In this regard, the paper provides the results of estimating the Lee-Carter model for several OECD countries. Furthermore, it conveys the uncertainty surrounding future mortality and...

There are no comments on this title.

to post a comment.

Powered by Koha