Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
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Publication:5742663
DOI10.1080/10920277.2013.852463zbMATH Open1412.91032OpenAlexW2073236404MaRDI QIDQ5742663FDOQ5742663
Authors: Emilio Bisetti, Carlo A. Favero 
Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://econpapers.repec.org/RePEc:igi:igierp:439
Recommendations
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- 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
- Modeling and forecasting U.S. mortality. (With discussion)
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Title not available (Why is that?)
- 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)
- Statistical inference for Lee-Carter mortality model and corresponding forecasts
- Assessment of longevity risk: credibility approach
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Longevity, life-cycle behavior and pension reform
- Modeling longevity risk with generalized dynamic factor models and vine-copulae
- Testing for a unit root in Lee-Carter mortality model
- Longevity risk and capital markets: the 2019--20 update
- The role of a longevity insurance for defined contribution pension systems
- The economics of sharing macro-longevity risk
- A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case
- 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?
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?
- Longevity risk and capital markets: the 2015--16 update
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