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It takes two: Why mortality trend modeling is more than modeling one mortality trend

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  • Börger, Matthias
  • Russ, Jochen
  • Schupp, Johannes

Abstract

Increasing life expectancy and thus decreasing mortality rates constitute a global trend that can be observed in almost all countries worldwide. Estimating the current rate at which mortality rates decrease and modeling the future rate of decrease is important for e.g. demographers and actuaries. This task is commonly referred to as mortality trend modeling.

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  • Börger, Matthias & Russ, Jochen & Schupp, Johannes, 2021. "It takes two: Why mortality trend modeling is more than modeling one mortality trend," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 222-232.
    • Handle: RePEc:eee:insuma:v:99:y:2021:i:c:p:222-232
    DOI: 10.1016/j.insmatheco.2021.03.021
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    References listed on IDEAS

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    Cited by:

    1. 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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