Shang, Han Lin; Haberman, Steven - In: Risks : open access journal 8 (2020) 3/69, pp. 1-11
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...
