City Research Online

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

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: Bayes Business School > Actuarial Science & Insurance
SWORD Depositor:
[thumbnail of International Comparative Study of Mortality Tables for Pension Fund Retirees revised.pdf]
Preview
PDF
Download (645kB) | Preview

Export

Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login