Quantifying longevity gaps using micro-level lifetime data

DOI10.1111/RSSA.12631MaRDI QIDQ7034507zbMATH OpenFDO

Authors Frank van Berkum, Katrien Antonio, M. H. Vellekoop

Publication date 31 January 2025

Published in Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1111/RSSA.12631

zbMATH Keywords

generalized additive modelsportfolio-specific mortalitylongevity gaps

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cited in

(2)

• The survivor dividend as a tool to improve pension adequacy in nonfinancial defined contribution schemes
• Welfare-enhancing annuity divisor for notional defined contribution design

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