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Modelling mortality with common stochastic long-run trends

Recurso electrónico / electronic resource
Registro MARC
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100  ‎$0‎MAPA20110028879‎$a‎Gaille, Séverine
24500‎$a‎Modelling mortality with common stochastic long-run trends‎$c‎Séverine Gaille, Michael Sherris
520  ‎$a‎Modelling 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.
650 1‎$0‎MAPA20080570590‎$a‎Seguro de vida
650 1‎$0‎MAPA20080592011‎$a‎Modelos actuariales
650 1‎$0‎MAPA20080555306‎$a‎Mortalidad
650 1‎$0‎MAPA20080604394‎$a‎Valoración de riesgos
7001 ‎$0‎MAPA20080179083‎$a‎Sherris, Michael
7730 ‎$w‎MAP20077100215‎$t‎Geneva papers on risk and insurance : issues and practice‎$d‎Geneva : The Geneva Association, 1976-‎$x‎1018-5895‎$g‎03/10/2011 Tomo 36 Número 4 - 2011 , p. 595-621