Original paper
Retiree mortality forecasting: A partial age-range or a full age-range model?
Abstract
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 partial age-range model. On the other hand, with all available data, we can first apply a full age-range model to produce forecasts and then truncate the...
Paper Details
Title
Retiree mortality forecasting: A partial age-range or a full age-range model?
Published Date
Jul 1, 2020
Journal
Volume
8
Issue
3
Pages
69
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Notes
History