Multivariate Analysis of Pension Plan Mortality Data

Charles Vinsonhaler, Nalini Ravishanker, Jeyaraj Vadiveloo and Guy Rasoanaivo

North American Actuarial Journal, 2001, vol. 5, issue 2, 126-135

Abstract: This paper uses the logistic regression model to examine private pension plan data for 1989–95 collected by the Retirement Plans Experience Committee of the Society of Actuaries. When only one explanatory variable, such as annuity class size, is used in modeling mortality rates, the model provides a reasonable fit to the data. Multiple explanatory variables give less satisfactory results.

Date: 2001
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DOI: 10.1080/10920277.2001.10595989

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