Longevity risk, subjective survival expectations, and individual saving behavior

T Post, K Hanewald - Journal of Economic Behavior & Organization, 2013 - Elsevier
We provide evidence of individuals' awareness of longevity risk (the uncertainty about future
survival probabilities) based on subjective survival expectations elicited in the Survey of …

Explaining mortality dynamics: The role of macroeconomic fluctuations and cause of death trends

K Hanewald - North American Actuarial Journal, 2011 - Taylor & Francis
Using data for six OECD countries over the period 1950–2006, this paper studies the impact
of macroeconomic fluctuations and cause of death trends on mortality dynamics in the Lee …

Forecasting mortality in the event of a structural change

E Coelho, LC Nunes - Journal of the Royal Statistical Society …, 2011 - academic.oup.com
In recent decades, life expectancy in developed countries has risen to historically
unprecedented levels driven by unforeseen declines in rates of mortality. The prospects of …

A comparison of forecasting mortality models using resampling methods

D Atance, A Debón, E Navarro - Mathematics, 2020 - mdpi.com
The accuracy of the predictions of age-specific probabilities of death is an essential
objective for the insurance industry since it dramatically affects the proper valuation of their …

Convergence and divergence in mortality: A global study from 1990 to 2030

D Atance, MM Claramunt, X Varea, JM Aburto - Plos one, 2024 - journals.plos.org
An empirical question that has motivated demographers is whether there is convergence or
divergence in mortality/longevity around the world. The epidemiological transition is the …

Valuation of reverse mortgages in the Spanish market for foreign residents

D Atance, A Debón… - … Economic Development of …, 2024 - journals.vilniustech.lt
The continuous growth in life expectancy, besides to the difficult economic and financial
situation of the public pension system in Spain, makes reverse mortgages an attractive …

The impact of the choice of life table statistics when forecasting mortality

MP Bergeron-Boucher, S Kjærgaard, J Oeppen… - Demographic …, 2019 - JSTOR
BACKGROUND Different ways to forecast mortality have been suggested, with many
forecasting models based on the extrapolation of age-specific death rates. Recent studies …

Impact of COVID-19 on Spanish mortality rates in 2020 by age and sex

E Navarro, P Requena - Journal of Public Health, 2023 - academic.oup.com
Background Previous studies have used different biometric indicators to measure the effect
of Covid-19 on population mortality such as the number of deaths or the decrease of life …

Characterization of between-group inequality of longevity in European Union countries

A Debón, L Chaves, S Haberman, F Villa - Insurance: Mathematics and …, 2017 - Elsevier
Comparisons of differential survival by country are useful in many domains. In the area of
public policy, they help policymakers and analysts assess how much various groups benefit …

[HTML][HTML] Proposal for calculating regulatory capital requirements for reverse mortgages

I de la Fuente, E Navarro, G Serna - Socio-Economic Planning Sciences, 2023 - Elsevier
In the current context in which many people worry about the sustainability of pension
systems, reverse mortgages are gaining popularity because they are a way to supplement …