New article on creating portfolio-specific mortality tables

Following last year's paper in the European Actuarial Journal, one of our co-authors, Kai Kaufhold, has written a summary article in the German actuarial magazine, Der Aktuar. Kai's article shows the advantages for a pension scheme of using it's experience data to create its own mortality tables for risk management and reserving.

References

Kaufhold, K. (2014) Bestandseigene Sterbetafeln, Der Aktuar, 2014(II), 6468, ISSN 09487794

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