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A Redistributive GSA scheme to cope with socio-economic mortality differentials

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<rdf:Description>
<dc:creator>Aragona, Maria</dc:creator>
<dc:creator>Regis, Luca</dc:creator>
<dc:creator>Vigna, Elena</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-09-15</dc:date>
<dc:description xml:lang="es">Sumario: Longevity 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189408.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Sistemas de pensiones</dc:subject>
<dc:subject xml:lang="es">Desigualdades sociales</dc:subject>
<dc:subject xml:lang="es">Longevidad</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:subject xml:lang="es">Renta vitalicia</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Distribuciones de probabilidad</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">A Redistributive GSA scheme to cope with socio-economic mortality differentials</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 15/09/2025 Volume 55 Issue 3 - September 2025 , p.  757 - 774</dc:relation>
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