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Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
16 references·3 citing·35 second hop
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References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 1989Dynamic Fiscal Policy.1,724 cited
  • 2004Insurance: Mathematics and Economics1,308 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 1976The Phillips curve and labor markets612 cited
  • 1999Generational Accounting around the World346 cited
  • 1999Projected U.S. Demographics and Social Security297 cited
  • 1999On the Distributional Effects of Social Security Reform270 cited
  • 2006Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!?260 cited
  • 2003The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security217 cited
  • 2006Global demographic trends and social security reform196 cited
  • 2008The modal age at death and the shifting mortality hypothesis175 cited
  • 2006POPULATION AGING AND INTERNATIONAL CAPITAL FLOWS*152 cited
  • 2003Population Aging and Global Capital Flows in a Parallel Universe145 cited

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1999
Would a Privatized Social Security System Really Pay a Higher Rate of Return?
133 cited

Cited by

  • 2016Inference pitfalls in Lee–Carter model for forecasting mortality25 cited
  • 2019Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts19 cited
  • 2015MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE15 cited