Ayuso, Mercedes; Holzmann, Robert; Holzmann, Robert; … - In: Risks : open access journal 9 (2021) 5, pp. 1-28
Increasing retirement ages in an automatic or scheduled way with increasing life expectancy at retirement is a popular … Bayesian Model Ensemble of heterogeneous stochastic mortality models comprised of parametric models, principal component … process, model, and parameter risks. The results show that: (i) retirement ages are forecasted to increase substantially in …