It takes two: Why mortality trend modeling is more than modeling one mortality trend
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DOI: 10.1016/j.insmatheco.2021.03.021
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- Börger, Matthias & Freimann, Arne & Ruß, Jochen, 2021. "A combined analysis of hedge effectiveness and capital efficiency in longevity hedging," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 309-326.
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Keywords
Longevity risk; Mortality trend processes; Stochastic mortality; Trend uncertainty; Best estimate mortality trend;All these keywords.
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