Centro de Documentacion de Fundación MAPFRE - Demographic issues in longevity risk analysis

MAP20071508662

Demographic issues in longevity risk analysis / Eric Stallard

This article reviews the literature on the nature and causes of historical changes in longevity and recent efforts at deterministic and stochastic forecasting based on these data. The review reveals that plausible alternative sets of forecasting assumpitons have been derived from the same sets of historical datas, implying that further methodological development will be needed to integrate the various assumptions into a single coherent forecasting model

En: The Journal of risk and insurance. - Orlando. - Volume 73, number 4, December 2006 ; p. 575-609

1. Pensiones . 2. Longevidad . 3. Jubilación . 4. Evaluación de riesgos . 5. Capital social . I. Título. II. Título: The Journal of risk and insurance.