Pooling mortality risk in Eurozone state pension liabilities : an application of a Bayesian coherent multi-population cohort-based mortality model
David G. McCarthy, Po-Lin Wang
| Year of publication: |
2021
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|---|---|
| Authors: | McCarthy, David ; Wang, Po-Lin |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 459-485
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| Subject: | Bayesian statistics | Cohort mortality | Longevity | Mortality modeling | Public pensions | Risk pooling | Sterblichkeit | Mortality | Gesetzliche Rentenversicherung | Public pension system | Risikomodell | Risk model | Altersvorsorge | Retirement provision | Risiko | Risk | Bayes-Statistik | Bayesian inference | Lebensversicherung | Life insurance | Versicherungsmathematik | Actuarial mathematics | Großbritannien | United Kingdom | Prognoseverfahren | Forecasting model | Pensionskasse | Pension fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012649243