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Modelling mortality with common stochastic long-run trends
Recurso electrónico / electronic resource
Section: Articles
Title: Modelling mortality with common stochastic long-run trends / Séverine Gaille, Michael SherrisAuthor: Gaille, Séverine ‌
Notes: Sumario: 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.Related records: En: Geneva papers on risk and insurance : issues and practice. - Geneva : The Geneva Association, 1976- = ISSN 1018-5895. - 03/10/2011 Tomo 36 Número 4 - 2011 , p. 595-621Materia / lugar / evento: Seguro de vida ‌Modelos actuariales ‌Mortalidad ‌Valoración de riesgos ‌Otros autores: Sherris, Michael ‌
Other categories: 6
Rights: In Copyright (InC)
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