Search
Documentation Center

Modelling mortality with common stochastic long-run trends
Recurso electrónico / electronic resource
MAP20110065539
Gaille, Séverine ‌
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 ‌.