RT Journal Article
SR Electronic
T1 Projecting Longevity and Mortality Using Stochastic Models
JF Special Issues
FD Institutional Investor Journals
SP 18
OP 28
VO 2016
IS 1
A1 Daniel Theodore
YR 2016
UL https://pm-research.com/content/2016/1/18.abstract
AB The setting of assumptions for future mortality and longevity requires a new approach that recognizes and quantifies the risk of results varying from the best-estimated mortality and mortality improvement. Stochastic projections of future mortality rates help us to stratify and assign probabilities to the resulting scenarios. This article addresses the various types of volatility risk associated with longevity and mortality and describes a set of approaches that we have used in our modeling.