Intergenerational actuarial fairness when longevity increases: amending the retirement age
From MaRDI portal
(Redirected from Publication:6152691)
Recommendations
Cites work
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- Addressing the life expectancy gap in pension policy
- An age-at-death distribution approach to forecast cohort mortality
- Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system
- Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Closing and projecting life tables using log-linear models
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Forecasting the old‐age dependency ratio to determine a sustainable pension age
- Gompertz law revisited: forecasting mortality with a multi-factor exponential model
- Lee-Carter mortality forecasting with age-specific enhancement.
- Model-averaged Wald confidence intervals
- Modeling pandemic mortality risk and its application to mortality-linked security pricing
- Modelling life tables with advanced ages: an extreme value theory approach
- On Fitting generalized linear and non-linear models of mortality
- On stochastic mortality modeling
- On the Structure and Classification of Mortality Models
- Optimal strategies for pay-as-you-go pension finance: a sustainability framework
- Pricing longevity derivatives via Fourier transforms
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach
- Robust forecasting of mortality and fertility rates: a functional data approach
- Robust regularized singular value decomposition with application to mortality data
- The analysis of two-way functional data using two-way regularized singular value decompositions
- The Model Confidence Set
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
- Time-series forecasting of mortality rates using deep learning
Cited in
(3)
This page was built for publication: Intergenerational actuarial fairness when longevity increases: amending the retirement age
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6152691)
