The impact of longevity improvements on U.S. corporate defined benefit pension plans

The impact of longevity improvements on U.S. corporate defined benefit pension plans / prepared by Michael Kisser [and others].

This paper provides the first empirical assessment of the impact of life expectancy assumptions on the liabilities of private U.S. defined benefit (DB) pension plans. Using detailed actuarial and financial information provided by the U.S. Department of Labor, we construct a longevity variable for ea...

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Bibliographic Details
Main Author: Kisser, Michael (Author)
Corporate Authors: International Monetary Fund. Monetary and Capital Markets Department, International Monetary Fund. Fiscal Affairs Department
Format: eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, ©2012.
Series:IMF working paper ; WP/12/170.
Subjects:
Pensions > United States > Econometric models.
Longevity > United States > Econometric models.
Life expectancy > United States > Econometric models.
BUSINESS & ECONOMICS > Finance.
Life expectancy > Econometric models
Pensions > Econometric models
United States
Online Access:Click for online access
Table of Contents:
  • Cover; Contents; I: Introduction; II: Related Literature; III: Data; IV: Analysis; A: A Simple Valuation Model; B: Main Results; C: Additional Robustness Checks; V: Conclusion; References; Appendix 1.

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