Longevity risk in portfolios of pension annuities

Insurance: Mathematics and Economics

Volumn 42, Issue 2, 2008, Pages 505-519

  Hári, Norbert ^a   De Waegenaere, Anja ^a   Melenberg, Bertrand ^a   Nijman, Theo E ^a  

^a NETSPAR   (Netherlands)

Author keywords

Funding ratio; Longevity risk; Mortality projection; Pension fund; Solvency buffer

Indexed keywords

EID: 40949153951     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.01.012     Document Type: Article

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