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

MAP20260003009

Socio-economic mortality curves : the Belgian case / Marco Feliciangeli, Jeroen Kerkhof and Steven Van Duffel

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 valuation

En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 11/08/2025 Volume 15 - Number 2 - August 2025 , p. 773 - 806

1. Mortalidad . 2. Longevidad . 3. Tablas de mortalidad . 4. Pensiones . 5. Modelos actuariales . 6. Análisis de riesgos . 7. Bélgica . I. Kerkhof, Jeroen . II. Duffel, Steven Van . III. Springer . IV. Título.