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L ONGEVITY S ELECTION AND L IABILITIES IN P UBLIC S ECTOR P ENSION F UNDS
15 references·2 citing·46 second hop
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References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2002Applying Lee-Carter under conditions of variable mortality decline455 cited
  • 2010Public Pension Promises: How Big Are They and What Are They Worth?423 cited
  • 2009Modelling Longevity Dynamics for Pensions and Annuity Business285 cited
  • 2009Occupational Segregation and the Gender Wage Gap in Private‐ and Public‐Sector Employment: A Distributional Analysis*117 cited
  • 2011Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives108 cited
  • 2009Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model86 cited
  • 2011Behavioral economics perspectives on public sector pension plans82 cited
  • 2007Longevity Risk and Private Pensions68 cited
  • 2011The economics of state and local pensions45 cited
  • 2010The impact of aggregate mortality risk on defined benefit pension plans40 cited
  • 2011Death, Dollars and Degrees: Socio-economic Status and Longevity in Australia*34 cited
  • 2010Do Markets Like Frozen Defined Benefit Pensions? An Event Study33 cited
  • 2011Defined Benefit or Defined Contribution? A Study of Pension Choices30 cited
  • 2010

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Longevity Risk Management for Life and Variable Annuities: Effectiveness of Static Hedging Using Longevity Bonds and Derivatives
27 cited

Cited by

  • 2021Pensions, Ageing and Social Security Research: Literature Review and Global Trends23 cited
  • 2020Annuitization and aggregate mortality risk20 cited