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

Longevity projections : incorporating sample and population information through the modelization of differences in common sample points
Recurso elctrónico / Electronic resource
Registro MARC
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1001 ‎$0‎MAPA20200021087‎$a‎Salazar Vesga, Natalia
24510‎$a‎Longevity projections‎$b‎: incorporating sample and population information through the modelization of differences in common sample points‎$c‎by Natalia Salazar Vesga
260  ‎$a‎Madrid‎$b‎Universidad Carlos III de Madrid‎$c‎2020
500  ‎$a‎Trabajo Fin de Master del Master en Ciencias Actuariales y Financieras de la Escuela de Postgrado de la Universidad Carlos III de Madrid. Tutores: José Miguel Rodríguez-Pardo del Castillo y Jesús Ramón Simón del Potro. Curso 2018-2020
520  ‎$a‎Projecting 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.
650 4‎$0‎MAPA20080555016‎$a‎Longevidad
650 4‎$0‎MAPA20080618070‎$a‎Proyecciones demográficas
650 4‎$0‎MAPA20080570590‎$a‎Seguro de vida
650 4‎$0‎MAPA20080592011‎$a‎Modelos actuariales
650 4‎$0‎MAPA20080590567‎$a‎Empresas de seguros
650 4‎$0‎MAPA20080591830‎$a‎Margen de solvencia
650 4‎$0‎MAPA20080563974‎$a‎Rentabilidad
650 4‎$0‎MAPA20080611613‎$a‎Modelos probabílisticos
650  ‎$0‎MAPA20200021438‎$a‎Ageingnomics. Economia senior
7001 ‎$0‎MAPA20140014897‎$a‎Rodríguez-Pardo del Castillo, José Miguel
7001 ‎$0‎MAPA20160001525‎$a‎Simón del Potro, Jesús Ramón
7102 ‎$0‎MAPA20080455026‎$a‎Universidad Carlos III de Madrid
830 0‎$0‎MAPA20160014013‎$a‎Trabajos Fin de Master
856  ‎$q‎application/pdf‎$w‎1108357‎$y‎Recurso elctrónico / Electronic resource