Μέθοδοι εκτίμησης πίνακα επιβίωσης γενεάς για κοόρτες που δεν έχουν εκλείψει και εφαρμογές

Βασιλείου, Ανδριάνα

Estimating a cohort life table for non-extinct cohorts and applications

Master Thesis

Author

Βασιλείου, Ανδριάνα

Date

2024-03

Abstract

The accuracy in forecasting mortality levels is very important for setting premiums and pensions. However, survival tables estimated and used by actuaries are based on period data and hypothetical generations and reflect mortality levels less accurately than cohort survival tables. However, the estimation of cohort survival tables necessarily incorporates the estimation of mortality levels for individuals who are not extinct. The aim of this paper is to study and compare mortality estimation techniques for individuals who are not extinct. In this context we will present relevant techniques and, in addition, biometric cohort and period lifetable functions will be estimated and compared based on relevant data for Sweden in order to identify differences.

Postgraduate Studies Programme

Αναλογιστική Επιστήμη και Διαχείριση Κινδύνων

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

Number of pages

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/16323
http://dx.doi.org/10.26267/unipi_dione/3745

Collections

Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα