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Second International comparative study of mortality tables for pension fund retirees

Published online by Cambridge University Press:  15 May 2012

T. Z. Sithole ,
S. Haberman  and
R. J. Verrall
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Abstract

This paper contains an update to the first international comparative study of mortality tables carried out in 2006. It examines the mortality assumptions used in the valuation of pension liabilities in a number of different countries. The results are considered in relation to the underlying population mortality rates, in order to isolate the strength of the mortality assumptions being applied. It is found that there is evidence of a lack of consistency between countries, and that this has not changed since the previous study.

Keywords

MortalityPensionsRisk
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 17 , Issue 3 , September 2012 , pp. 650 - 671
Copyright
Copyright © Institute and Faculty of Actuaries 2012

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