mortality, including longevity selection, mortality improvements, and unexpected systematic shocks. Using longitudinal micro … risk or the impact of mortality improvements …

Heterogeneity in mortality rates is known to exist in populations, undermining the use of age and sex as the only … on an assumption that lives will self select and price the longevity risk with an annuity mortality table that assumes … in population mortality is required. This paper applies well established frailty models and more recently developed …

techniques developed in the financial markets, particularly for mortgages and credit risk. A model based on Australian mortality …

projected mortality rates. Increasingly attention is being placed on alternative models and, importantly in the financial and … traditional actuarial models for the force of mortality as well as multiple risk factor models. The paper develops a stochastic … longevity model suitable for financial pricing and risk management applications based on Australian population mortality rates …