Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy

DOI10.1080/10920277.2013.852463zbMath1412.91032OpenAlexW2073236404MaRDI QIDQ5742663

Emilio Bisetti, Carlo A. Favero

Publication date: 15 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://econpapers.repec.org/RePEc:igi:igierp:439

zbMATH Keywords

longevity riskpension systemslee-carter mortality model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE ⋮ TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL ⋮ Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer? ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Inference pitfalls in Lee-Carter model for forecasting mortality ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts ⋮ Assessment of longevity risk: credibility approach

Uses Software

• LifeMetrics

Cites Work

• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
• Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds