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Modelling mortality with common stochastic long-run trends

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      <subfield code="a">Gaille, Séverine</subfield>
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      <subfield code="a">Modelling mortality with common stochastic long-run trends</subfield>
      <subfield code="c">Séverine Gaille, Michael Sherris</subfield>
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      <subfield code="a">Modelling mortality and longevity risk is critical to assessing risk for insurers issuing longevity risk products. It has challenged practitioners and academics alike because of first the existence of common stochastic trends and second the unpredictability of an eventual mortality improvement in some age groups.</subfield>
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      <subfield code="t">Geneva papers on risk and insurance : issues and practice</subfield>
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      <subfield code="g">03/10/2011 Tomo 36 Número 4  - 2011 , p. 595-621</subfield>
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