Old-age provision: past, present, future

DOI10.1007/S13385-016-0136-9MaRDI QIDQ2356629zbMATH OpenOpenAlexWikidataFDO

Authors Paul Embrechts, Damir Filipović, Glenn W. Harrison, Pablo Koch, Stéphane Loisel, Paolo Vanini, Joël Wagner, Hansjörg Albrecher

Publication date 6 June 2017

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

Full work available at URL https://serval.unil.ch/resource/serval:BIB_581EC4CB27EB.P001/REF.pdf

zbMATH Keywords

demographic and societal challengeseconomic and regulatory capital modelspension funding gaprole of financial marketsvaluation of pension liabilities

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91G99)

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Cites work

• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• A dynamic programming approach to constrained portfolios
• A multivariate time series approach to projected life tables
• Do actuaries believe in longevity deceleration?
• Measuring mortality heterogeneity with multi-state models and interval-censored data
• Modeling and forecasting U.S. mortality. (With discussion)

Cited in

(9)

• A new approach for satisfactory pensions with no guarantees
• Where Should the Elderly Live and Who Should Pay for Their Care?*
• Asset-liability management for long-term insurance business
• Algebraic and probabilistic retirement models
• Mortality modeling and regression with matrix distributions
• Income disparities and behavior of people born in 1950s. Outline and analysis of Internet survey on the individual records of regular pension coverage notice
• Economics and Ageing
• Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
• Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions

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