Centro de Documentacion de Fundación MAPFRE - Socio-economic mortality curves : the Belgian case

Notes: Sumario: This research develops updated socio-economic mortality curves for Belgium using detailed micro-data from StatBel. The study shows that mortality varies significantly across income, education, and occupational groups, with differences of up to 20% in survival probabilities at retirement ages. The socio-economic mortality models outperform traditional gender-based models and reveal substantial valuation impacts for pension funds and annuity providers. The paper also quantifies how heterogeneous socio-economic characteristics influence liability calculations, demonstrating notable gaps in life expectancy and the financial relevance of incorporating socio-economic factors into actuarial valuationRelated records: En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 11/08/2025 Volume 15 - Number 2 - August 2025 , p. 773 - 806Materia / lugar / evento: Mortalidad Longevidad Tablas de mortalidad Pensiones Modelos actuariales Análisis de riesgos Bélgica Otros autores: Kerkhof, Jeroen
Duffel, Steven Van
Springer
Other categories: 6

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