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Pricing life annuities for impaired lives : the case of Portugal

Pricing life annuities for impaired lives : the case of Portugal
Acceso al documento / Access the document
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100  ‎$0‎MAPA20210000348‎$a‎Simões, Onofre
24500‎$a‎Pricing life annuities for impaired lives‎$b‎: the case of Portugal‎$c‎Onofre Simões, Cláudia Barradas
520  ‎$a‎Life annuities markets are underdeveloped in Portugal and other countries. This annuitization puzzle is explained by improvements in mortality at old ages and passive adverse selection, reasons that put lives with diminished life expectancies at an unfair disadvantage. Using data from the SHARE (Survey of Health, Ageing and Retirement in Europe) project, we assess the impact of some of the most serious and common diseases over a reference survival curve. Then we calculate the price of annuities for impaired lives, using adjusted survival, and compare them with those for the reference population. We show that applying the reference mortality to impaired lives is very unfair and that pricing annuities for lives weakened by disease in an accurate way is possible
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650 4‎$0‎MAPA20080580377‎$a‎Esperanza de vida
650 4‎$0‎MAPA20080555306‎$a‎Mortalidad
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
651 1‎$0‎MAPA20080638092‎$a‎Portugal
7001 ‎$0‎MAPA20230002322‎$a‎Barradas, Cláudia
7102 ‎$0‎MAPA20080454739‎$a‎Instituto de Actuarios Españoles
7730 ‎$w‎MAP20070000012‎$g‎29/12/2022 Número 28 - Epoca 4ª, Año 2022 , p. 1-37‎$t‎Anales del Instituto de Actuarios Españoles : Colegio Profesional‎$d‎Madrid : Instituto de Actuarios Españoles, 1943-
856  ‎$q‎application/pdf‎$w‎1119324‎$y‎Acceso al documento / Access the document
85600‎$y‎MÁS INFORMACIÓN‎$u‎ mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A