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A rejoinder to "Thirty years on: a review of the Lee-Carter method for forecasting mortality"
Haberman, Steven - In: International journal of forecasting 39 (2023) 3, pp. 1050-1052
Persistent link: https://www.econbiz.de/10014465276
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Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
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Optimal strategies for pay-as-you-go pension finance : a sustainability framework
Godínez-Olivares, Humberto; Boado-Penas, María del Carmen - In: Insurance / Mathematics & economics 69 (2016), pp. 117-126
Persistent link: https://www.econbiz.de/10011530933
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The implication of the hyperbolic discount model for the annuitisation decisions
Chen, Anran; Haberman, Steven; Thomas, Stephen - In: Journal of pension economics and finance : JPEF 19 (2020) 3, pp. 372-391
Persistent link: https://www.econbiz.de/10012240683
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Forecasting multiple functional time series in a group structure : an application to mortality
Shang, Han Lin; Haberman, Steven - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 357-379
Persistent link: https://www.econbiz.de/10012243333
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Coherentmodeling of mortality patterns for age-specific subgroups
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 189-204
Persistent link: https://www.econbiz.de/10012065205
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De-risking strategy : longevity spread buy-in
D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; … - In: Insurance / Mathematics & economics 79 (2018), pp. 124-136
Persistent link: https://www.econbiz.de/10011825420
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Automatic balancing mechanisms for mixed pension systems under different investment strategies
Boado-Penas, María del Carmen; Godínez-Olivares, Humberto - In: The European journal of finance 26 (2020) 2/3, pp. 277-294
Persistent link: https://www.econbiz.de/10012207210
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Automatic balancing mechanisms for pay-as-you-go pension finance : do they actually work?
Boado-Penas, María del Carmen; Godínez-Olivares, Humberto - In: Economic challenges of pension systems : a …, (pp. 341-358). 2020
In pay-as-you go pension systems, automatic balancing mechanisms (ABMs) are designed to face adverse demographic and economic changes. In this respect, ABMs can be defined as a set of pre-determined measures established by law to be applied immediately as required according to an indicator that...
Persistent link: https://www.econbiz.de/10012207441
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Forecasting age distribution of death counts : an application to annuity pricing
Shang, Han Lin; Haberman, Steven - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 1, pp. 150-169
Persistent link: https://www.econbiz.de/10012194085