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...

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Bibliographic Details
Main Authors: Han Lin Shang, Steven Haberman
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/8/3/69