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Longevity Risk and the Consequences for the Actuary

D.J. Plomp

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.

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Available abstract

Key concepts: Actuary, Longevity risk, Life expectancy, Actuarial science, Longevity, Pension, Expectancy theory, Economics