- Autor
- Trzpiot Grażyna (The Karol Adamiecki University of Economics in Katowice, Poland), Majewska Justyna (The Karol Adamiecki University of Economics in Katowice, Poland)
- Tytuł
- Modelling Longevity Risk in the Context of Central Statistical Office Population Projections for Poland to 2050
Modelowanie ryzyka długowieczności w świetle prognozy dla Polski do 2050 roku opracowanej przez Główny Urząd Statystyczny - Źródło
- Argumenta Oeconomica Cracoviensia, 2016, no 15, s. 91-107, rys., tab., bibliogr. 23 poz.
- Słowa kluczowe
- Programy emerytalne, Długość życia, Starzenie się społeczeństw
Retirement programs, Life expectancy, Ageing of the population - Uwagi
- summ., streszcz.
- Abstrakt
- Starzenie się społeczeństwa jest zjawiskiem, z którym mierzą się wszystkie kraje wysoko rozwinięte. W artykule analizujemy prawdopodobieństwo (zwane prawdopodobieństwem trwałej emerytury) wyczerpania zgromadzonych środków finansowych w okresie emerytalnym. (abstrakt oryginalny)
The problem of an ageing population confronts the majority of advanced countries. This paper analyses the probability, which may be termed the probability of a sustainable pension, that a retired person will not face financial ruin before they die. (original abstract) - Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu - Pełny tekst
- Pokaż
- Bibliografia
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- (2012) "Understanding, Modelling and Managing Longevity Risk: Key Issues and Main Challenges". Scandinavian Actuarial Journal 3: 203-31, https://doi.org/10.1080/03461238.2010.511034.
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- CIA (2014) Factbook, https://www.cia.gov/library/publications/the-world-factbook/fields/2102.html. Accessed: 5 March 2015.
- Cipra, T. (2010) Financial and Insurance Formulas. Heidelberg-Dordrecht-London-New York: Physica-Verlag, Springer.
- Drever, F., Whitehead, M. and Roden, M. (1996) "Current Patterns and Trends in Male Mortality by Social Class (Based on Occupation)". Population Trends 86: 15-20.
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- IMF (2012) "The Financial Impact of Longevity Risk" in Global Financial Stability Report. Washington: World Economic and Financial Surveys, pp. 123-53.
- Lee, R. D. and Carter, L. R. (1992) "Modeling and Forecasting U.S. Mortality". Journal of the American Statistical Association 87 (14): 659-71.
- Malliaris, A. G. and Brock, W. A. (1982) Stochastic Methods in Economics and Finance. Amsterdam: North-Holland.
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- Osorio, J. (2013) Mortality Improvements and Longevity Risk. Swiss Re, http://www.fasecolda.com/files/5313/8912/6058/05-006-fasecolda_2013_seminario_de_vida.pdf. Accessed: 10 March 2015.
- Population Projection 2014-2015 (2014). Statistical Analyses and Studies. Warsaw: Central Statistical Office, www.stat.gov.pl. Accessed: 12 March 2015.
- Pension Fund Risk Management: Financial and Actuarial Modeling (2010) eds M. Micocci, G. N. Gregoriou and G. B. Masala. Boca Raton: Chapman and Hall/CRC.
- Swiss Re (2014) A Short Guide to Longer Lives: Longevity Funding Issues and Potential Solutions, http://bvzl.de/Newsletter/2014_12/Spotlight_02.pdf. Accessed: 10 March 2015.
- Trzpiot, G. and Majewska, J. (2016) "Modeling Longevity Risk". Studia Ekonomiczne. Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach 288, Informatyka i Ekonometria 2016 (5): 33-46.
- Wong-Fupuy, C. and Haberman, S. (2004) "Projecting Mortality Trends: Recent Developments in the United Kingdom and the United States". North American Actuarial Journal 8 (2): 56-83 https://doi.org/10.1080/109202777.2004.10596137.
- Cytowane przez
- ISSN
- 1642-168X
- Język
- eng
- URI / DOI
- http://dx.doi.org/10.15678/AOC.2016.1506