Longevity Risk and Private Pensions:
This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to mo...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2007
|
| Schriftenreihe: | OECD Working Papers on Insurance and Private Pensions
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable because it permits to attach probabilities to different forecasts. In this regard, the paper provides the results of estimating the Lee-Carter model for several OECD countries. Furthermore, it conveys the uncertainty surrounding future mortality and... |
| Beschreibung: | 1 Online-Ressource (27 Seiten) 21 x 29.7cm |
| DOI: | 10.1787/261260613084 |
Internformat
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV047932388 | ||
| 003 | DE-604 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 220413s2007 xx o|||| 00||| eng d | ||
| 024 | 7 | |a 10.1787/261260613084 |2 doi | |
| 035 | |a (ZDB-13-SOC)061307890 | ||
| 035 | |a (OCoLC)1312692108 | ||
| 035 | |a (DE-599)BVBBV047932388 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-91 |a DE-473 |a DE-824 |a DE-29 |a DE-739 |a DE-355 |a DE-20 |a DE-1028 |a DE-1049 |a DE-188 |a DE-521 |a DE-861 |a DE-898 |a DE-92 |a DE-573 |a DE-19 | ||
| 100 | 1 | |a Antolín, Pablo |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Longevity Risk and Private Pensions |c Pablo Antolín = Risque de longévité et pensions privées / Pablo Antolín |
| 246 | 1 | 3 | |a Risque de longévité et pensions privées |
| 264 | 1 | |a Paris |b OECD Publishing |c 2007 | |
| 300 | |a 1 Online-Ressource (27 Seiten) |c 21 x 29.7cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a OECD Working Papers on Insurance and Private Pensions | |
| 520 | |a This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable because it permits to attach probabilities to different forecasts. In this regard, the paper provides the results of estimating the Lee-Carter model for several OECD countries. Furthermore, it conveys the uncertainty surrounding future mortality and... | ||
| 650 | 4 | |a Finance and Investment | |
| 856 | 4 | 0 | |u https://doi.org/10.1787/261260613084 |x Verlag |z kostenfrei |3 Volltext |
| 912 | |a ZDB-13-SOC | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-033313882 | |
Datensatz im Suchindex
| _version_ | 1818806027910381568 |
|---|---|
| adam_text | |
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Antolín, Pablo |
| author_facet | Antolín, Pablo |
| author_role | aut |
| author_sort | Antolín, Pablo |
| author_variant | p a pa |
| building | Verbundindex |
| bvnumber | BV047932388 |
| collection | ZDB-13-SOC |
| ctrlnum | (ZDB-13-SOC)061307890 (OCoLC)1312692108 (DE-599)BVBBV047932388 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1787/261260613084 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000zc 4500</leader><controlfield tag="001">BV047932388</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220413s2007 xx o|||| 00||| eng d</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1787/261260613084</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-13-SOC)061307890</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1312692108</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV047932388</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-1028</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Antolín, Pablo</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Longevity Risk and Private Pensions</subfield><subfield code="c">Pablo Antolín = Risque de longévité et pensions privées / Pablo Antolín</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Risque de longévité et pensions privées</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Paris</subfield><subfield code="b">OECD Publishing</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (27 Seiten)</subfield><subfield code="c">21 x 29.7cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">OECD Working Papers on Insurance and Private Pensions</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable because it permits to attach probabilities to different forecasts. In this regard, the paper provides the results of estimating the Lee-Carter model for several OECD countries. Furthermore, it conveys the uncertainty surrounding future mortality and...</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance and Investment</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1787/261260613084</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-13-SOC</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033313882</subfield></datafield></record></collection> |
| id | DE-604.BV047932388 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T19:34:58Z |
| indexdate | 2024-12-18T19:03:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033313882 |
| oclc_num | 1312692108 |
| open_access_boolean | 1 |
| owner | DE-384 DE-91 DE-BY-TUM DE-473 DE-BY-UBG DE-824 DE-29 DE-739 DE-355 DE-BY-UBR DE-20 DE-1028 DE-1049 DE-188 DE-521 DE-861 DE-898 DE-BY-UBR DE-92 DE-573 DE-19 DE-BY-UBM |
| owner_facet | DE-384 DE-91 DE-BY-TUM DE-473 DE-BY-UBG DE-824 DE-29 DE-739 DE-355 DE-BY-UBR DE-20 DE-1028 DE-1049 DE-188 DE-521 DE-861 DE-898 DE-BY-UBR DE-92 DE-573 DE-19 DE-BY-UBM |
| physical | 1 Online-Ressource (27 Seiten) 21 x 29.7cm |
| psigel | ZDB-13-SOC |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | OECD Publishing |
| record_format | marc |
| series2 | OECD Working Papers on Insurance and Private Pensions |
| spelling | Antolín, Pablo Verfasser aut Longevity Risk and Private Pensions Pablo Antolín = Risque de longévité et pensions privées / Pablo Antolín Risque de longévité et pensions privées Paris OECD Publishing 2007 1 Online-Ressource (27 Seiten) 21 x 29.7cm txt rdacontent c rdamedia cr rdacarrier OECD Working Papers on Insurance and Private Pensions This paper examines how uncertainty regarding future mortality and life expectancy outcomes, i.e. longevity risk, affects employer-provided defined benefit (DB) private pension plans liabilities. The paper argues that to assess uncertainty and associated risks adequately, a stochastic approach to model mortality and life expectancy is preferable because it permits to attach probabilities to different forecasts. In this regard, the paper provides the results of estimating the Lee-Carter model for several OECD countries. Furthermore, it conveys the uncertainty surrounding future mortality and... Finance and Investment https://doi.org/10.1787/261260613084 Verlag kostenfrei Volltext |
| spellingShingle | Antolín, Pablo Longevity Risk and Private Pensions Finance and Investment |
| title | Longevity Risk and Private Pensions |
| title_alt | Risque de longévité et pensions privées |
| title_auth | Longevity Risk and Private Pensions |
| title_exact_search | Longevity Risk and Private Pensions |
| title_exact_search_txtP | Longevity Risk and Private Pensions |
| title_full | Longevity Risk and Private Pensions Pablo Antolín = Risque de longévité et pensions privées / Pablo Antolín |
| title_fullStr | Longevity Risk and Private Pensions Pablo Antolín = Risque de longévité et pensions privées / Pablo Antolín |
| title_full_unstemmed | Longevity Risk and Private Pensions Pablo Antolín = Risque de longévité et pensions privées / Pablo Antolín |
| title_short | Longevity Risk and Private Pensions |
| title_sort | longevity risk and private pensions |
| topic | Finance and Investment |
| topic_facet | Finance and Investment |
| url | https://doi.org/10.1787/261260613084 |
| work_keys_str_mv | AT antolinpablo longevityriskandprivatepensions AT antolinpablo risquedelongeviteetpensionsprivees |