Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
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Recommendations
- Longevity risk in portfolios of pension annuities
- Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
- Longevity risk and economic growth in sub-populations: evidence from Italy
- The role of a longevity insurance for defined contribution pension systems
- Hedging longevity risk in defined contribution pension schemes
- Longevity and adjustment in pension annuities, with application to Finland
- Longevity, life-cycle behavior and pension reform
- Individual post-retirement longevity risk management under systematic mortality risk
- Systematic and nonsystematic mortality risk in pension portfolios
- The effects of aging on notional defined contribution pension systems: a theoretical investigation
Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- scientific article; zbMATH DE number 1324388 (Why is no real title available?)
- Modeling and forecasting U.S. mortality. (With discussion)
- Sharing longevity risk: why governments should issue longevity bonds
- The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
Cited in
(15)- Longevity risk and capital markets: the 2015--16 update
- The role of a longevity insurance for defined contribution pension systems
- Longevity risk and capital markets: the 2019--20 update
- The economics of sharing macro-longevity risk
- Longevity, life-cycle behavior and pension reform
- Inference pitfalls in Lee-Carter model for forecasting mortality
- Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?
- A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- Testing for a unit root in Lee-Carter mortality model
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Statistical inference for Lee-Carter mortality model and corresponding forecasts
- Assessment of longevity risk: credibility approach
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?
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