Centro de Documentacion de Fundación MAPFRE - Modelling mortality with common stochastic long-run trends

MAP20110065539

Modelling mortality with common stochastic long-run trends / Séverine Gaille, Michael Sherris

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

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. 595-621

1. Seguro de vida . 2. Modelos actuariales . 3. Mortalidad . 4. Valoración de riesgos . I. Sherris, Michael .