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Survival models in a dynamic context: a survey. (English) Zbl 1079.91050

Summary: Several contributions, which can be considered as landmarks in the evolution of dynamic mortality modeling in actuarial mathematics, are focussed. Modern contributions to this topic and research in progress are then dealt with. The paper places a special emphasis on some issues concerning longevity risk, aiming in particular to stress its peculiarity within the context of the mortality risks borne by an insurer (or a pension plan).

MSC:

91B30 Risk theory, insurance (MSC2010)

Software:

Human Mortality
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