Measurement of Longevity Risk of Life Annuity Based on C-ROSS Framework

Table 3

Risk of investment loss for the lifelong pension of 60-year-olds.

	Actual return on investment
	3.39%	3.25%	3.00%	2.75%	2.50%
Male	1.35%	3.11%	6.39%	9.84%	13.48%
Female	1.25%	2.88%	5.92%	9.10%	12.45%