IDEAS home Printed from https://ideas.repec.org/a/cup/bracjl/v16y2011i01p39-62_00.html
   My bibliography  Save this article

What Longevity Predictors Should be Allowed for When Valuing Pension Scheme Liabilities? ‐ Abstract of the Discussion

Author

Listed:
  • Baxter, Steven

Abstract

This abstract relates to the following paper:MadrigalA.M., MatthewsF.E., PatelD.D., GachesA.T. & BaxterS.D.What Longevity Predictors Should Be Allowed for When Valuing Pension Scheme Liabilities?British Actuarial Journal, doi:10.1017/S1357321711000018.

Suggested Citation

  • Baxter, Steven, 2011. "What Longevity Predictors Should be Allowed for When Valuing Pension Scheme Liabilities? ‐ Abstract of the Discussion," British Actuarial Journal, Cambridge University Press, vol. 16(1), pages 39-62, March.
    • Handle: RePEc:cup:bracjl:v:16:y:2011:i:01:p:39-62_00
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S135732171100002X/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Holzmann, Robert & Alonso-García, Jennifer & Labit-Hardy, Heloise & Villegas, Andres M., 2017. "NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign," IZA Discussion Papers 11193, Institute of Labor Economics (IZA).
    2. Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2016. "On the Heterogeneity in Longevity among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes," IZA Discussion Papers 10060, Institute of Labor Economics (IZA).
    3. Wang, Hsin-Chung & Yue, Ching-Syang Jack & Chong, Chen-Tai, 2018. "Mortality models and longevity risk for small populations," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 351-359.
    4. Alonso-García, Jennifer & Devolder, Pierre, 2019. "Continuous time model for notional defined contribution pension schemes: Liquidity and solvency," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 57-76.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:bracjl:v:16:y:2011:i:01:p:39-62_00. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/baj .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.