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), 64–68, ISSN 0948–7794