Longevity projections : incorporating sample and population information through the modelization of differences in common sample points

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<dc:creator>Salazar Vesga, Natalia</dc:creator>
<dc:creator>Rodríguez-Pardo del Castillo, José Miguel</dc:creator>
<dc:creator>Simón del Potro, Jesús Ramón</dc:creator>
<dc:creator>Universidad Carlos III de Madrid</dc:creator>
<dc:date>2020</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:description xml:lang="es">Sumario: 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.</dc:description>
<dc:format xml:lang="en">application/pdf</dc:format>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/173433.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:publisher>Universidad Carlos III de Madrid</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Longevidad</dc:subject>
<dc:subject xml:lang="es">Proyecciones demográficas</dc:subject>
<dc:subject xml:lang="es">Seguro de vida</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:subject xml:lang="es">Margen de solvencia</dc:subject>
<dc:subject xml:lang="es">Rentabilidad</dc:subject>
<dc:subject xml:lang="es">Modelos probabílisticos</dc:subject>
<dc:subject xml:lang="es">Ageingnomics. Economia senior</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">Longevity projections : incorporating sample and population information through the modelization of differences in  common sample points</dc:title>
<dc:relation xml:lang="es">Trabajos Fin de Master</dc:relation>
</rdf:Description>
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