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Second international comparative study of mortality tables for pension fund retirees

Sithole, T., Haberman, S. and Verrall, R. J. (2011). Second international comparative study of mortality tables for pension fund retirees. British Actuarial Journal, 17(3), pp. 650-671. doi: 10.1017/S1357321712000207

Abstract

This paper contains an update to the study carried out by Verrall et al. (2006a,b). It examines the mortality assumptions used in the valuation of pension liabilities in a number of different countries. The results are considered in relation to the underlying population mortality rates, in order to isolate the strength of the mortality assumptions being applied. It is found that there is evidence of a lack of consistency between countries, and that this has not changed since the previous study.

Publication Type: Article
Additional Information: Copyright Cambridge Journals 2011.
Publisher Keywords: Mortality, Pensions, Risk
Subjects: H Social Sciences > HG Finance
Departments: Cass Business School > Actuarial Science & Insurance
URI: http://openaccess.city.ac.uk/id/eprint/3844
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