Μελέτη του κινδύνου μακροζωίας : μοντέλα, παράμετροι και επιπτώσεις των ιατροφαρμακευτικών καινοτομιών

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Abstract
The assessment of longevity risk constitutes a pivotal aspect of the valuation of health insurance products, pension plans, and other financial instruments. As stated by the Institute and Faculty of Actuaries, the treatment of this risk is still in its nascent stages, with the objective of establishing a standard that encompasses all risks associated with longevity risk. At the population level, this risk is influenced by a number of individual factors, including basis risk, population volatility risk, event risk, and population modelling risk, among others. The objective of this thesis is to examine models and parameters that define longevity risk, with a particular emphasis on the impact of continuous improvements in health services, particularly healthcare.