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Record W1810395884

Pension plan valuation and dynamic mortality tables

2007· article· en· W1810395884 on OpenAlexaboutno aff
Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, Étienne Marceau

Bibliographic record

VenueDIAL (Catholic University of Leuven) · 2007
Typearticle
Languageen
FieldSocial Sciences
TopicInsurance, Mortality, Demography, Risk Management
Canadian institutionsnot available
Fundersnot available
KeywordsLife tablePoisson regressionPensionActuarial sciencePopulationPoisson distributionValuation (finance)Mortality rateEconomicsEconometricsDemographyStatisticsFinanceMathematics
DOInot available

Abstract

fetched live from OpenAlex

It is now well documented that the human mortality globally declined during the course of the 20th century. These mortality improvements pose a challenge for the pricing and reserving in life insurance and for the management of public pension regimes. Assuming a further continuation of the stable pace of mortality decline, a Poisson log-bilinear projection model is applied to population mortality data to forecast future death rates. Afterwards, a relational model embedded in a Poisson regression approach is used to merge a dynamic mortality table based on data of a large population (in this case the province of Quebec, Canada) to mortality data of a given pension plan (here the Régie des Rentes du Québec) to create another dynamic mortality table. This last table can be used to make any assessments on the total costs of the pension plan. We provide at the end numerical examples which illustrate the impact of mortality improvements on a pension plan.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.248
Threshold uncertainty score0.978

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.033
GPT teacher head0.290
Teacher spread0.257 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations24
Published2007
Admission routes1
Has abstractyes

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