Longevity projections : incorporating sample and population information through the modelization of differences in common sample points
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
<record>
<leader>00000cam a22000004b 4500</leader>
<controlfield tag="001">MAP20200033608</controlfield>
<controlfield tag="003">MAP</controlfield>
<controlfield tag="005">20201022112318.0</controlfield>
<controlfield tag="008">180802s20200000esp|||| ||| ||spa d</controlfield>
<datafield tag="040" ind1=" " ind2=" ">
<subfield code="a">MAP</subfield>
<subfield code="b">spa</subfield>
<subfield code="d">MAP</subfield>
</datafield>
<datafield tag="084" ind1=" " ind2=" ">
<subfield code="a">6</subfield>
</datafield>
<datafield tag="100" ind1="1" ind2=" ">
<subfield code="0">MAPA20200021087</subfield>
<subfield code="a">Salazar Vesga, Natalia</subfield>
</datafield>
<datafield tag="245" ind1="1" ind2="0">
<subfield code="a">Longevity projections</subfield>
<subfield code="b">: incorporating sample and population information through the modelization of differences in common sample points</subfield>
<subfield code="c">by Natalia Salazar Vesga</subfield>
</datafield>
<datafield tag="260" ind1=" " ind2=" ">
<subfield code="a">Madrid</subfield>
<subfield code="b">Universidad Carlos III de Madrid</subfield>
<subfield code="c">2020</subfield>
</datafield>
<datafield tag="500" ind1=" " ind2=" ">
<subfield code="a">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</subfield>
</datafield>
<datafield tag="520" ind1=" " ind2=" ">
<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>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080555016</subfield>
<subfield code="a">Longevidad</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080618070</subfield>
<subfield code="a">Proyecciones demográficas</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080570590</subfield>
<subfield code="a">Seguro de vida</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080592011</subfield>
<subfield code="a">Modelos actuariales</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080590567</subfield>
<subfield code="a">Empresas de seguros</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080591830</subfield>
<subfield code="a">Margen de solvencia</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080563974</subfield>
<subfield code="a">Rentabilidad</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080611613</subfield>
<subfield code="a">Modelos probabílisticos</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2=" ">
<subfield code="0">MAPA20200021438</subfield>
<subfield code="a">Ageingnomics. Economia senior</subfield>
</datafield>
<datafield tag="700" ind1="1" ind2=" ">
<subfield code="0">MAPA20140014897</subfield>
<subfield code="a">Rodríguez-Pardo del Castillo, José Miguel</subfield>
</datafield>
<datafield tag="700" ind1="1" ind2=" ">
<subfield code="0">MAPA20160001525</subfield>
<subfield code="a">Simón del Potro, Jesús Ramón</subfield>
</datafield>
<datafield tag="710" ind1="2" ind2=" ">
<subfield code="0">MAPA20080455026</subfield>
<subfield code="a">Universidad Carlos III de Madrid</subfield>
</datafield>
<datafield tag="830" ind1=" " ind2="0">
<subfield code="0">MAPA20160014013</subfield>
<subfield code="a">Trabajos Fin de Master</subfield>
</datafield>
<datafield tag="856" ind1=" " ind2=" ">
<subfield code="q">application/pdf</subfield>
<subfield code="w">1108357</subfield>
<subfield code="y">Recurso elctrónico / Electronic resource</subfield>
</datafield>
</record>
</collection>