Print Email Facebook Twitter Longevity Risk and the Consequences for the Actuary Title Longevity Risk and the Consequences for the Actuary Author Plomp, D.J. Faculty Electrical Engineering, Mathematics and Computer Science Department Delft Institute of Applied Mathematics Date 2009-04-08 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. Subject longevityactuarypension fund To reference this document use: http://resolver.tudelft.nl/uuid:967a648a-29df-47d9-a02c-ac5c2d0a2416 Embargo date 2009-05-01 Part of collection Student theses Document type master thesis Rights (c) 2009 Plomp, D.J. Files PDF Master_Thesis_David_Plomp.pdf 975.79 KB Close viewer /islandora/object/uuid:967a648a-29df-47d9-a02c-ac5c2d0a2416/datastream/OBJ/view