Socioeconomic differentials in mortality: implications on index-based longevity hedges

DOI10.1080/03461238.2022.2104131zbMATH Open1520.91342OpenAlexW4289173509MaRDI QIDQ6156008FDOQ6156008

Authors: Pintao Lyu, Johnny Siu-Hang Li, Kenneth Q. Zhou 

Publication date: 9 June 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2022.2104131

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zbMATH Keywords

Li-Lee modeldelta hedgingS-forwardsocioeconomic differentials in mortality improvementthree-way Lee-Carter model

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Cites Work

• Modeling and forecasting U.S. mortality. (With discussion)
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Measuring Basis Risk in Longevity Hedges
• Extending the Lee-Carter model: a three-way decomposition
• Multi-population mortality models: fitting, forecasting and comparisons
• On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
• Modelling socio-economic differences in mortality using a new affluence index
• A comparative study of two-population models for the assessment of basis risk in longevity hedges
• Modelling mortality for pension schemes

Cited In (12)

• Rising Inequality in Life Expectancy by Socioeconomic Status
• On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England
• The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
• Modelling socio-economic mortality at neighbourhood level
• Recent declines in life expectancy: implication on longevity risk hedging
• Mortality, human capital and persistent inequality
• Socio-economic differentiation in experienced mortality modelling and its pricing implications
• Characterization of between-group inequality of longevity in European union countries
• Discussion on: ``Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?
• Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?
• Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
• Modelling socio-economic differences in mortality using a new affluence index

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