Longevity risk and private pensions
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cam a22000004b 4500 | ||
| 001 | MAP20100044582 | ||
| 003 | MAP | ||
| 005 | 20100519114842.0 | ||
| 008 | 100519s2007 fra|||| ||| ||eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a345 | ||
| 100 | 1 | $0MAPA20100035627$aAntolin, Pablo | |
| 245 | 1 | 0 | $aLongevity risk and private pensions$cPablo Antolin |
| 260 | $aParis$bOECD$c2007 | ||
| 490 | 0 | $aOECD working paper on insurance and private pensions $v3 | |
| 520 | $aThis paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable because it permits to attach probabilities to different forecasts. In this regard, the paper provides the results of estimating the Lee-Carter model for several OECD countries. Furthermore, it conveys the uncertainty surrounding future mortality and life expectancy outcomes by means of Monte-Carlo simulations of the Lee-Carter model | ||
| 650 | 1 | $0MAPA20080592455$aPlanes de pensiones | |
| 650 | 1 | $0MAPA20080555016$aLongevidad | |
| 650 | 1 | $0MAPA20080580377$aEsperanza de vida | |
| 650 | 1 | $0MAPA20080565992$aIncertidumbre | |
| 650 | 1 | $0MAPA20080611613$aModelos probabílisticos | |
| 650 | 1 | $0MAPA20080603120$aProcesos estocásticos | |
| 650 | 1 | $0MAPA20080581596$aPaíses de la OCDE | |
| 710 | 2 | $0MAPA20080473464$aOrganisation for Economic Co-operation and Development | |
| 830 | 0 | $0MAPA20100035603$aOECD Working paper on insurance and private pensions$v3 |