Life insurance profitability depends on reliable mortality risk projections and pricing. While the COVID-19 pandemic has caused disruptions around the world, this is a temporary mortality shock likely to dissipate. In this paper, we investigate the long-run impact of COVID-19 on life insurance...

The relevance of critical illness coverage and life insurance in cause-specific mortality conditions is increasing in many industrialized countries. Specific conditions on the illness and on death event, providing cheapest premiums for the insureds and lower obligations for the insurers,...

An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can take place in two routes. On the one hand, we can first truncate the available data to retiree ages and then produce mortality forecasts based on a...

The analysis of residual life expectancy evolution at retirement age holds great importance for life insurers and pension schemes. Over the last 30 years, numerous models for forecasting mortality have been introduced, and those that allow us to predict the mortality of two or more related...

The management of National Social Security Systems is being challenged more and more by the rapid ageing of the population, especially in the industrialized countries. In order to chase the Pension System sustainability, several countries in Europe are setting up pension reforms linking the...

Pension entitlements are influenced by individual career paths and labor market conditions, which often result in gender-based disparities. Women face several challenges during their working lives, such as late entry into the labor market, the gender pay gap, discontinuous working careers, and...

This paper follows the recent literature on real estate price prediction and proposes to take advantage of machine learning techniques to better explain which variables are more important in describing the real estate market evolution. We apply the random forest algorithm on London real estate...

We apply spectral biclustering to mortality datasets in order to capture three relevant aspects: the period, the age and the cohort effects, as their knowledge is a key factor in understanding actuarial liabilities of private life insurance companies, pension funds as well as national pension...