Addressing the life expectancy gap in pension policy

DOI10.1016/j.insmatheco.2021.03.025zbMath1467.91135OpenAlexW3128585973MaRDI QIDQ2038240

Edward Palmer, Mercedes Ayuso, Robert Holzmann, Jorge Miguel Bravo

Publication date: 6 July 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.025

zbMATH Keywords

mortality forecastingBayesian model ensembleintergenerational fairnesspension indexationpension reformsperiod and cohort life expectancysustainability factor

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items

Mortality forecasting using stacked regression ensembles, Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach, Intergenerational actuarial fairness when longevity increases: amending the retirement age, Forecasting mortality rates with a coherent ensemble averaging approach

Uses Software

• Demography
• StMoMo
• RobRSVD
• iMoMo

Cites Work

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