Pooling mortality risk in Eurozone state pension liabilities : an application of a Bayesian coherent multi-population cohort-based mortality model
Year of publication: |
2021
|
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Authors: | McCarthy, David ; Wang, Po-Lin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 459-485
|
Subject: | Bayesian statistics | Cohort mortality | Longevity | Mortality modeling | Public pensions | Risk pooling | Sterblichkeit | Mortality | Altersvorsorge | Retirement provision | Bayes-Statistik | Bayesian inference | Gesetzliche Rentenversicherung | Public pension system | Risiko | Risk | Risikomodell | Risk model | Großbritannien | United Kingdom | Lebensversicherung | Life insurance |
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