Mortality Assumptions and Longevity Risk : Implications for pension funds and annuity providers

Mortality Assumptions and Longevity Risk Implications for pension funds and annuity providers

Pension funds and annuity providers need to effectively manage the longevity risk they are exposed to. Individuals receiving a lifetime income may live longer than expected or accounted for in the actuarial calculations to provision for these liabilities. Mismanaged longevity risk can deteriorate fi...

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Detalles Bibliográficos
Autor principal: Organisation for Economic Co-operation and Development.
Autores Corporativos: Organisation for Economic Co-operation and Development (-), Organisation for Economic Co-operation and Development, publisher (publisher)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Paris : OECD Publishing 2014.
Materias:
Pension trusts.
Retirement income.
Life annuities.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009706162006719
Tabla de Contenidos:
  • Executive summary
  • Foreword
  • Trends in life expectancy and mortality improvements: Implications for pension funds and annuity providers
  • Overview of countries' mortality tables
  • Mortality assumptions used by pension funds and annuity providers
  • Assessment of the potential longevity risk in the standard mortality tables
  • Measuring and modelling mortality and life expectancy: Methods and limitations
  • Policy options for managing longevity risk.

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