A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme

DOI10.1007/S13385-022-00309-1MaRDI QIDQ2157231zbMATHOpenAlexFDO

Authors Yanyan Li

Publication date 27 July 2022

Published in European Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13385-022-00309-1

zbMATH Keywords

longevity riskoccupationgraphical diagnosticsage standardised mortality rateindex of multiple deprivationpensioners' mortality

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• Modeling and forecasting U.S. mortality. (With discussion)
• Modelling socio-economic differences in mortality using a new affluence index
• On stochastic mortality modeling
• Small population bias and sampling effects in stochastic mortality modelling
• Some bounds on the neighbor-distinguishing index of graphs
• Trends in Canadian mortality by pension level: evidence from the CPP and QPP

Cited in

(1)

• scientific article; zbMATH DE number 992979 (Why is no real title available?)

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