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Modeling mortality : Empirical studies on the effect of mortality on annuity markets

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  • Hari, N.

    (Tilburg University, School of Economics and Management)

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  • Hari, N., 2007. "Modeling mortality : Empirical studies on the effect of mortality on annuity markets," Other publications TiSEM a31eb479-4ce0-404a-b5c8-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:a31eb479-4ce0-404a-b5c8-f1ce9a07d310
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    References listed on IDEAS

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    1. Renshaw, A.E. & Haberman, S. & Hatzopoulos, P., 1996. "The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives," British Actuarial Journal, Cambridge University Press, vol. 2(2), pages 449-477, June.
    2. Olivieri, Annamaria & Pitacco, Ermanno, 2003. "Solvency requirements for pension annuities," Journal of Pension Economics and Finance, Cambridge University Press, vol. 2(2), pages 127-157, July.
    3. Sithole, Terry Z. & Haberman, Steven & Verrall, Richard J., 2000. "An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 285-312, December.
    4. Pitacco, Ermanno, 2004. "Survival models in a dynamic context: a survey," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 279-298, October.
    5. Ponds, Eduard H. M., 2003. "Pension funds and value-based generational accounting," Journal of Pension Economics and Finance, Cambridge University Press, vol. 2(3), pages 295-325, November.
    6. James M. Poterba & David A. Wise, 1998. "Individual Financial Decisions in Retirement Saving Plans and the Provision of Resources for Retirement," NBER Chapters, in: Privatizing Social Security, pages 363-401, National Bureau of Economic Research, Inc.
    7. Schrager, David F., 2006. "Affine stochastic mortality," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 81-97, February.
    8. Ermanno Pitacco, 2002. "Longevity Risk in Living Benefits," CeRP Working Papers 23, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    9. Renshaw, A.E. & Haberman, S., 2006. "A cohort-based extension to the Lee-Carter model for mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 556-570, June.
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