Market prices imply improved longevity forecasts for older individuals.
problem Determining the market's perception of human longevity.
method Inverted a Cox-Ingersoll-Ross (CIR) model for yield curves and a Gompertz-Makeham (GM) law for mortality.
result Markets implied an improvement in longevity of 6-7 weeks per year for males and 1-3 weeks for females over the last decade.