A Redistributive GSA scheme to cope with socio-economic mortality differentials
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20260001807 | ||
| 003 | MAP | ||
| 005 | 20260202110022.0 | ||
| 008 | 260130e20250915bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20260001395$aAragona, Maria | ||
| 245 | 1 | 2 | $aA Redistributive GSA scheme to cope with socio-economic mortality differentials$cMaria Aragona, Luca Regis and Elena Vigna |
| 520 | $aLongevity risk is threatening the sustainability of traditional pension systems. To deal with this issue, decumulation strategies alternative to annuities have been proposed in the literature. However, heterogeneity in mortality experiences in the pool of policyholders due to socio-economic classes generates inequity, because of implicit wealth transfers from the more disadvantaged to the wealthier classes. They address this issue in a Group Self-Annuitization (GSA) scheme in the presence of stochastic mortality by proposing a redistributive GSA scheme where benefits are optimally shared across classes | ||
| 650 | 4 | $0MAPA20080604004$aSistemas de pensiones | |
| 650 | 4 | $0MAPA20080605704$aDesigualdades sociales | |
| 650 | 4 | $0MAPA20080555016$aLongevidad | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080592042$aModelos matemáticos | |
| 650 | 4 | $0MAPA20080573614$aRenta vitalicia | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080625535$aDistribuciones de probabilidad | |
| 700 | 1 | $0MAPA20120013452$aRegis, Luca | |
| 700 | 1 | $0MAPA20080058517$aVigna, Elena | |
| 710 | 2 | $0MAPA20100017661$aInternational Actuarial Association | |
| 773 | 0 | $wMAP20077000420$g15/09/2025 Volume 55 Issue 3 - September 2025 , p. 757 - 774$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |