Distribution of Technical Provisions based on AG2018 Combination Survivor’s pension Old age pensions 85% 90% 95% 100% 105% 110% 115% Graph 9.3 Distribution results around the best estimate of simulation of provisions (interest 3%) for male average model portfolio 9.3 Simulations for life expectancy over a one-year horizon As mentioned above, life expectancy can also be simulated after a shock in the first year, including the impact of that shock on the best estimates for remaining years after recalibration. On the basis of this life expectancy confidence intervals with a one-year horizon can be determined. The 95% confidence intervals based on 5,000 scenarios are represented in the graph below for men and women. Period life expectancy at birth 90 85 80 Females 75 Males 70 95% confidence interval Observations The Netherlands Observations European selection Projection The Netherlands Projection European selection 65 1970 1980 1990 2000 2010 2020 2030 2040 2050 Graph 9.4 Confidence interval around the best estimate period life expectancy for Dutch males and females, one-year horizon Projection Table AG2018 Applications of the model 33
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