2 papers
stat.AP2025
Analyzing Pension Fund Mortality with Gaussian Processes in a Sub Population Framework
Eduardo F. L. de Melo, Michael Ludkovski, Rodrigo S. Targino
Pension fund populations often have mortality experiences that are substantially different from the national benchmark. In a motivating case study of Brazilian corporate pension fu…
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…