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Longevity and mortality risks are daily issues for the actuarial community. To monitor this risk, various, accurate and efficient tools have been developed (e.g. Shiryaev in Theory Probab Appl 8(1):22–46, 1963; Roberts in Technometrics 8(3):411–430, 1966; Polunchenko and Tartakovsky in Ann Stat 38(6):3445–3457, 2010). A particular attention is usually spent on the detection of a change-point, i.e...