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/S13385-022-00309-1zbMATH Open1492.91275OpenAlexW4225158359MaRDI QIDQ2157231FDOQ2157231

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

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zbMATH Keywords

longevity riskoccupationgraphical diagnosticsage standardised mortality rateindex of multiple deprivationpensioners' mortality

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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

Cited In (1)

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