Longevity projections : incorporating sample and population information through the modelization of differences in common sample points
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<title>Longevity projections</title>
<subTitle>: incorporating sample and population information through the modelization of differences in common sample points</subTitle>
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<namePart>Salazar Vesga, Natalia</namePart>
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<namePart>Rodríguez-Pardo del Castillo, José Miguel</namePart>
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<namePart>Simón del Potro, Jesús Ramón</namePart>
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<namePart>Universidad Carlos III de Madrid</namePart>
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<publisher>Universidad Carlos III de Madrid</publisher>
<dateIssued>2020</dateIssued>
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<abstract displayLabel="Summary">Projecting and understanding longevity has always been a major concern for both de- mographers and insurance companies. Having reliable projections of the mortality pat- terns at a country level allows governments to structure their pension schemes and public healthcare policies, and at a sample level, assists companies with the pricing of their life- insurance products as well as with the calculation of their Solvency Capital Requirement (SCR). Understanding mortality at a company level is not an easy task, due to the lack of a large series of data, the most common mortality projection models can not be ap- plied. This is the reason why insurers make use of more pragmatic approaches, generally at the cost of imposing safety margins on their estimations and overestimating death probabilities, which results in a higher cost of solvency capital and lower profitability for the business at hand. This document aims to explore a way in which population mortality models can be adapted to forecast the behavior of the insured population introducing a correction in the forecast of the general population that stems from the modelization of the differences between the two aforementioned groups.</abstract>
<note type="statement of responsibility">by Natalia Salazar Vesga</note>
<note>Trabajo Fin de Master del Master en Ciencias Actuariales y Financieras de la Escuela de Postgrado de la Universidad Carlos III de Madrid. Tutores: José Miguel Rodríguez-Pardo del Castillo y Jesús Ramón Simón del Potro. Curso 2018-2020</note>
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<topic>Longevidad</topic>
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<topic>Proyecciones demográficas</topic>
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<topic>Seguro de vida</topic>
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<topic>Modelos actuariales</topic>
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<topic>Empresas de seguros</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591830">
<topic>Margen de solvencia</topic>
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<topic>Rentabilidad</topic>
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<topic>Modelos probabílisticos</topic>
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<topic>Ageingnomics. Economia senior</topic>
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