Is it common to have never had the mumps?

I guess this question is irrelevant for those born after the MMR vaccine was invented, but the questions is this; I have never had mumps even though I was exposed many times. My sister also never had the mumps. My co-workers who were also children in the 50’s and 60’s say they have never had mumps. None of us have ever been vaccinated for them, either. Is this common? Should we be worried? Should we get the vaccine, even though we have already had measles and rubella?