Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Séverine Arnold"'
Autor:
Séverine Arnold, Anca Jijiie
Publikováno v:
Risks, Vol 8, Iss 4, p 102 (2020)
We are interested in defining the optimal retirement age by socio-economic class, given a Defined Benefit and a Notional Defined Contribution scheme. We firstly implement a utilitarian framework. Depending on the risk aversion coefficients and indivi
Externí odkaz:
https://doaj.org/article/c6dda966940a472b9fbce0a3da83dc7d
Publikováno v:
European Actuarial Journal. 12:701-743
Many OECD countries have addressed the issue of increased longevity by mainly increasing the retirement age. However, this kind of reforms may lead to substantial transfers from those with shorter lifespans to those that will live longer than the ave
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a93a54b0826491a54b698663f0a4bc35
https://doi.org/10.1007/s13385-021-00295-w
https://doi.org/10.1007/s13385-021-00295-w
Autor:
Viktoriya Glushko, Séverine Arnold
Publikováno v:
North American Actuarial Journal, vol. 26, no. 2, pp. 161-183
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a38a8b891de81b64aeeac0bb573149c5
https://serval.unil.ch/notice/serval:BIB_4E305EA43C0D
https://serval.unil.ch/notice/serval:BIB_4E305EA43C0D
Publikováno v:
European Actuarial Journal. 9:519-554
The increase in life expectancy over the past several decades has been impressive and represents a key challenge for institutions that provide life insurance products. Indeed, when a new actuarial table is released with updated survival and death rat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10d951993b6c21a49ce18047c50c32fc
https://doi.org/10.1007/s13385-019-00198-x
https://doi.org/10.1007/s13385-019-00198-x
Autor:
Séverine Arnold, Anca Jijiie
Publikováno v:
European Actuarial Journal. 9:109-138
Solidarity, a key element of any social security system, can be defined as the total intended redistributions that take place between the existent groups within the system, with the purpose of helping each other. However, unintended redistributions a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d794538bf17752839f1f13de0b4671b
https://doi.org/10.1007/s13385-018-0188-0
https://doi.org/10.1007/s13385-018-0188-0
Publikováno v:
North American Actuarial Journal. 22:161-181
Socioeconomic groups may be exposed to varying levels of mortality; this is certainly the case in the United Kingdom, where the gaps in life expectancy, differentiated by socioeconomic circumstances, are widening. The reasons for such diverging trend
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::03b87caa0986da41839c9bebb18c6a5f
https://doi.org/10.1080/10920277.2017.1377621
https://doi.org/10.1080/10920277.2017.1377621
A growing number of studies indicate a widening of socioeconomic inequalities in mortality over the past decades. It has therefore become crucially important to understand the impact of heterogeneity and its evolution on the future mortality of heter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::982686cb7a4be95a001f7502743bb36f
https://hal.archives-ouvertes.fr/hal-01767543v2/document
https://hal.archives-ouvertes.fr/hal-01767543v2/document
Publikováno v:
Aging (Albany NY)
Aging, vol. 8, no. 11, pp. 3045-3064
ResearcherID
AGING-US
Aging, vol. 8, no. 11, pp. 3045-3064
ResearcherID
AGING-US
The heterogeneity of human populations is a common consideration in describing and validating their various age-related features. Heterogeneity, in particular, amongst other factors, is used to explain the variability of mortality rates across the li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d3995e013f393ae0b0136104c5a6a1a3
http://europepmc.org/articles/PMC5191885
http://europepmc.org/articles/PMC5191885
Publikováno v:
The Geneva Papers on Risk and Insurance - Issues and Practice. 41:24-52
Notional defined contribution pension schemes (NDCs) aim at reproducing the logic of a financial defined contribution plan under a pay-as-you-go framework. Of particular interest is how the accumulated capital of a deceased person is used when the de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f800489f8ed0f9902cac5b097abb802
https://doi.org/10.1057/gpp.2015.15
https://doi.org/10.1057/gpp.2015.15
Autor:
Michael Sherris, Séverine Arnold
Publikováno v:
North American Actuarial Journal. 19:116-128
Over the last century, the assumption usually made was that causes of death are independent, although it is well-known that dependancies exist. Recent developments in econometrics allow, through Vector Error Correction Models (VECMs), to model multiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ef7b66646a8f6e64d43cbc9cd0b0ac6
https://doi.org/10.1080/10920277.2015.1011279
https://doi.org/10.1080/10920277.2015.1011279