Precio de las rentas vitalicias para personas con enfermedad: el caso de Portugal



Palabras clave:

rentas vitalicias, vida deteriorada, supervivencia neta, supervivencia bruta, SHARE


Los mercados de rentas vitalicias están subdesarrollados en Portugal y otros países. Este “annuitization puzle” se explica por las mejoras en la mortalidad en edades avanzadas y la selección adversa pasiva, razones que ponen en una desventaja injusta a las personas con una esperanza de vida disminuida. Usando datos del proyecto SHARE (Survey of Health, Aging and Retirement in Europe), evaluamos el impacto de algunas de las enfermedades más graves y comunes sobre una curva de supervivencia de referencia. Luego calculamos el precio de las rentas vitalicias por deterioro de la vida, utilizando la supervivencia ajustada, y las comparamos con las de la población de referencia. Mostramos que aplicar la mortalidad de referencia a las vidas deterioradas es muy injusto y que es posible fijar el precio de las rentas vitalicias para las vidas debilitadas por la enfermedad de manera precisa.


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Cómo citar

Simões, O., & Barradas, C. (2022). Precio de las rentas vitalicias para personas con enfermedad: el caso de Portugal. Anales Del Instituto De Actuarios Españoles, (28), 1–37.



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