Second international comparative study of mortality tables for pension fund retirees

Sithole, T., Haberman, S. & 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

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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.

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

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