Atance, David; Navarro Arribas, Eliseo - In: Financial innovation : FIN 10 (2024), pp. 1-30
In this paper, we propose a simple dynamic mortality model to ft and forecast mortality rates for measuring longevity … and mortality risks. This proposal is based on a methodology for modelling interest rates, which assumes that changes in … given maturity. Similarly, we assume that changes in mortality rates depend linearly on changes in a specifc mortality rate …