Gaille, Séverine; Sherris, Michael - In: The Geneva Papers on Risk and Insurance - Issues and … 36 (2011) 4, pp. 595-621
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...