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

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      <subfield code="a">Longevity projections</subfield>
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      <subfield code="c">by Natalia Salazar Vesga</subfield>
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      <subfield code="a">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.</subfield>
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