Longevity Risk and the Consequences for the Actuary
Master Thesis
(2009)
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© 2009 Plomp, D.J.
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Publication Year
2009
Copyright
© 2009 Plomp, D.J.
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Abstract
The research is done at Hewitt Associates, Amsterdam. At Hewitt I investigated the consequences of longevity risk. Using the well known model of Lee-Carter, a prognosis of future life-expectancy in the Netherlands is constructed. Then the financial consequences for Dutch pension funds are examined, in particular when its participants become older as expected.