2 papers
stat.ML2025
Actuarial Learning for Pension Fund Mortality Forecasting
Eduardo Fraga L. de Melo, Helton Graziadei, Rodrigo Targino
For the assessment of the financial soundness of a pension fund, it is necessary to take into account mortality forecasting so that longevity risk is consistently incorporated into…
econ.GN2025
Mensuração da Transferência de Riqueza em Planos de Contribuição Definida com a Marcação de Ativos na Curva
Eduardo Fraga L. de Melo, Rodrigo S. Targino
The methodology for measuring financial assets in defined contribution (DC) pension plans has significant implications whether wealth transfers will occur among participants. In De…