To correctly measure the effect of mortality rates on the stability of insurance and pension provider's financial risk, longevity risk should be considered. This paper aims to investigate the future mortality and longevity risk with different age structures for different countries. Lee–Carter mortality model is used on the historical census data to forecast future mortality rates. Turkey, Germany, and Japan are chosen concerning their expected life and population distributions. Then, the longevity risk on a hypothetical portfolio is assessed based on static and dynamic mortality table approaches. To determine the impact of longevity risk, which is retrieved using a stochastic mortality model, a pension insurance product is taken into account. The net single premium for an annuity is quantified under the proposed set up for the selected countries. Additionally, the credibility approach is proposed to establish a reliable estimate for the annuity net single premium.

为了正确衡量死亡率对保险稳定性和养老金提供者财务风险的影响，应考虑长寿风险。本文旨在调查不同国家不同年龄结构的未来死亡率和寿命风险。Lee-Carter 死亡率模型用于历史人口普查数据来预测未来的死亡率。土耳其、德国和日本是根据他们的预期寿命和人口分布来选择的。然后，基于静态和动态死亡率表方法评估假设投资组合的长寿风险。为了确定使用随机死亡率模型检索的长寿风险的影响，我们考虑了养老保险产品。年金的净单期保费根据选定国家的建议设置进行量化。此外，还提出了可信度方法来建立年金净单期保费的可靠估计。