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

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  • 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
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    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. 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.
    3. 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).
    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.

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