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Longevity risk—Its financial impact on pensions

Nana Poku Appiagyei Nantwi, Anani Lotsi, Godwin Debrah • Scientific African (2022)

We study the financial impact of longevity risk on defined benefit (DB) pension plan liabilities using the 2010 Ghana population census, and the Lee-Carter model. We compare the usual Lee-Carter model to an extended version. While we observ...

DOAJ Open Access (DOAJ) DOI: 10.1016/j.sciaf.2022.e01241