Article on portfolio-specific mortality modelling

Dr. Matthias Börger and Felix Hentschel of the Institut für Finanz- und Aktuarwissenschaften (ifa) have written an article on the importance of portfolio-specific mortality modelling, and how Longevitas can help do this for a pension scheme.  The article is in German and appears in the September 2015 issue of the Austrian journal Versicherungsrundschau.

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