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

Matthias Börger, Jochen Russ and Johannes Schupp

Insurance: Mathematics and Economics, 2021, vol. 99, issue C, 222-232

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.

Keywords: Longevity risk; Mortality trend processes; Stochastic mortality; Trend uncertainty; Best estimate mortality trend (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:99:y:2021:i:c:p:222-232

DOI: 10.1016/j.insmatheco.2021.03.021

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