Computational framework for longevity risk management

@article{DAmato2014ComputationalFF,
  title={Computational framework for longevity risk management},
  author={Valeria D'Amato and Steven Haberman and Gabriella Piscopo and Maria Russolillo},
  journal={Computational Management Science},
  year={2014},
  volume={11},
  pages={111-137}
}
Longevity risk threatens the financial stability of private and government sponsored defined benefit pension systems as well as social security schemes, in an environment already characterized by persistent low interest rates and heightened financial uncertainty. The mortality experience of countries in the industrialized world would suggest a substantial age-time interaction, with the two dominant trends affecting different age groups at different times. From a statistical point of view, this… CONTINUE READING

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