Socioeconomic differentials in mortality: implications on index-based longevity hedges-Reference-Cited by-同舟云学术

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Socioeconomic differentials in mortality: implications on index-based longevity hedges

Published:2022-07-31 Issue:4 Volume:2023 Page:359-387
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Lyu Pintao¹²,Li Johnny Siu-Hang²³,Zhou Kenneth Q.³⁴^ORCID

Affiliation:

1. Department of Econometrics and Operations Research, Tilburg University, Tilburg, The Netherlands

2. Department of Economics, The University of Melbourne, Melbourne, Australia

3. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada

4. School of Mathematical and Statistical Sciences, Arizona State University, Tempe, AZ, USA

Funder

Natural Sciences and Engineering Research Council of Canada

Society of Actuaries

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2022.2104131

Reference28 articles.

1. A Poisson log-bilinear regression approach to the construction of projected lifetables

2. A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

3. MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX

4. Regression Models and Life-Tables

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bringing parametric mortality indexes to practice: a generalized CBD model with stochastic socioeconomic differentials in mortality improvements;The Geneva Papers on Risk and Insurance - Issues and Practice;2024-04

2. On the economics of the longevity risk transfer market;Journal of Risk and Insurance;2023-06-03

3. Modelling socio-economic mortality at neighbourhood level;ASTIN Bulletin;2023-04-11

4. Measurement and Impact of Longevity Risk in Portfolios of Pension Annuity: The Case in Sub Saharan Africa;FinTech;2023-01-13

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