Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
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 a...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-07-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/8/3/69 |